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Corporate Bond Yield Curve Modeling: A Rating-Based Regime-Switching Generalized CIR Approach

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Xu, Maochun, Liang, Yunqi, Hong, Yi
Formato:	Preprint
Publicado:	2026
Materias:	Pricing of Securities
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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