A Regime Switching Model for the Term Structure of Credit Risk Spreads

ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.net/journal/jmf
E-mail: [email protected]

Citations

"A Regime Switching Model for the Term Structure of Credit Risk Spreads"
written by Seungmook Choi, Michael D. Marcozzi,
published by Journal of Mathematical Finance, Vol.5 No.1, 2015

has been cited by the following article(s):

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[2]	Modeling and Simulation of Transition Probabilities
	2016

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