On the Default Probability in a Regime-Switching Regulated Market

Author： Bo Lijun   Wang Yongjin   Yang Xuewei  

Publisher： Springer Publishing Company

ISSN： 1387-5841

Source： Methodology And Computing In Applied Probability, Vol.16, Iss.1, 2014-03, pp. : 101-113

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Related content

Good-Deal Bounds in a Regime-Switching Diffusion Market

By Donnelly Catherine  

Applied Mathematical Finance, Vol. 18, Iss. 6, 2011-12 ,pp. : 491-515

Routledge Ltd

Access to resources Recommend Favorite

A numerical method for annuity-purchasing decision making to minimize the probability of financial ruin for regime-switching wealth models

By Jin Zhuo   Yin G.  

International Journal of Computer Mathematics, Vol. 88, Iss. 6, 2011-04 ,pp. : 1256-1282

Taylor & Francis Ltd

Access to resources Recommend Favorite

Finite-dimensional Realizations of Regime-switching HJM Models

By Elhouar Mikael  

Applied Mathematical Finance, Vol. 15, Iss. 4, 2008-08 ,pp. : 331-354

Routledge Ltd

Access to resources Recommend Favorite

Consistency of maximum likelihood estimators for the regime-switching GARCH model

By Xie Yingfu  

Statistics, Vol. 43, Iss. 2, 2009-04 ,pp. : 153-165

Taylor & Francis Ltd

Access to resources Recommend Favorite

Double barrier option under regime-switching exponential mean-reverting process

By Eloe P.   Liu R. H.   Sun J. Y.  

International Journal of Computer Mathematics, Vol. 86, Iss. 6, 2009-06 ,pp. : 964-981

Taylor & Francis Ltd

Access to resources Recommend Favorite