OpenAlex | Default Times in a Continuous-Time Markovian Regime Switching Model

Default Times in a Continuous-Time Markovian Regime Switching Model

Work

Year: 2011

Type: article

Source: Stochastic Analysis and Applications

Authors Robert J. Elliott, Tak Kuen Siu

Institutions University of Calgary, The University of Adelaide, Macquarie University

Cites: 28

Cited by: 2

Related to: 10

FWCI: 0.293

Citation percentile (by year/subfield): 59.81

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Sustainable Development Goal Decent work and economic growth

Open Access status: closed