MAP20080031282 Siu, Kuen The Pricing of credit default swaps under a Markov-modulated Merton's structural model / Tak Kuen Siu, Christina Erlwein, Rogemar S. Mamon En: North American actuarial journal. - Schaumburg : Society of Actuaries, 1997- = ISSN 1092-0277. - 01/01/2008 Número 1 12 2008 I. Erlwein, Christina . II. Mamon, Rogemar S. .
