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"Modeling of the defaultable term structure: conditionally Markov approach."

Tomasz R. Bielecki, Marek Rutkowski (2004)

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DOI: 10.1109/TAC.2004.824480

access: closed

type: Journal Article

metadata version: 2020-05-20

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  - https://dblp.org/rec/journals/tac/BieleckiR04
Tomasz R. Bielecki, Marek Rutkowski:
Modeling of the defaultable term structure: conditionally Markov approach. IEEE Trans. Autom. Control. 49(3): 361-373 (2004)

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