A Markov regime-switching marked point process for short-rate analysis with credit risk.
Siu, Tak Kuen
Journal of Applied Mathematics and Stochastic Analysis, Tome 2010 (2010), / Harvested from The Electronic Library of Mathematics
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Publié le : 2010-01-01
DOI : https://doi.org/10.1155/2010/870516
EUDML-ID : urn:eudml:doc:230475 
@article{05826100,
     title = {A Markov regime-switching marked point process for short-rate analysis with credit risk.},
     journal = {Journal of Applied Mathematics and Stochastic Analysis},
     volume = {2010},
     year = {2010},
     doi = {10.1155/2010/870516},
     zbl = {1203.91304},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05826100}
}

Siu, Tak Kuen. A Markov regime-switching marked point process for short-rate analysis with credit risk.. Journal of Applied Mathematics and Stochastic Analysis, Tome 2010 (2010) . doi : 10.1155/2010/870516. http://gdmltest.u-ga.fr/item/05826100/