An inhomogeneous semi-Markov model for the term structure of credit risk spreads

By Aglaia Vasileiou, P. Vassiliou. Advances in Applied Probability, 2006

48 citations recorded by the source corpus.

Subfields: Accounting, Finance

View Paper: https://www.semanticscholar.org/paper/1e1fceaaa43698c6f87f2c412e986ffc386f5b37