The Pricing of credit default swaps under a Markov-modulated Merton's structural model

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<rdf:Description>
<dc:creator>Siu, Kuen</dc:creator>
<dc:creator>Erlwein, Christina</dc:creator>
<dc:creator>Mamon, Rogemar S.</dc:creator>
<dc:date>2008-01-01</dc:date>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/103526.do</dc:identifier>
<dc:language>spa</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">The Pricing of credit default swaps under a Markov-modulated Merton's structural model</dc:title>
<dc:relation xml:lang="es">En: North American actuarial journal. - Schaumburg : Society of Actuaries, 1997- = ISSN 1092-0277. - 01/01/2008 Número 1 12 2008</dc:relation>
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