The pricing of defaultable bonds under a regime-switching jump-diffusion model with stochastic default barrier
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DOI: 10.1080/03610926.2018.1459715
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Cited by:
- Ashwaq Ali Zarban & David Colwell & Donna Mary Salopek, 2024. "Pricing a Defaultable Zero-Coupon Bond under Imperfect Information and Regime Switching," Mathematics, MDPI, vol. 12(17), pages 1-19, September.
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