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Modeling Credit Risk with Hidden Markov Default Intensity.
- Published in:
- Computational Economics, 2019, v. 54, n. 3, p. 1213, doi. 10.1007/s10614-018-9869-7
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- Article
Option Pricing Under a Stochastic Interest Rate and Volatility Model with Hidden Markovian Regime-Switching.
- Published in:
- Computational Economics, 2019, v. 53, n. 2, p. 555, doi. 10.1007/s10614-017-9754-9
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- Publication type:
- Article