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

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ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.org/journal/jmf
E-mail: jmf@scirp.org

"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):

[1]	DIFFUSION LIMITS FOR A MARKOV MODULATED BINOMIAL COUNTING PROCESS
	Probability in the Engineering and Informational Sciences, 2019

[2]	Modeling and Simulation of Transition Probabilities
	2016

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[2]	DIFFUSION LIMITS FOR A MARKOV MODULATED BINOMIAL COUNTING PROCESS Probability in the Engineering and Informational Sciences, 2019 DOI:10.1017/S0269964818000578