2011 journal article
A simple novel approach to valuing risky zero coupon bond in a markov regime switching economy
Methodology and Computing in Applied Probability, 13(4), 783–800.
By: A. Deshpande
2009 journal article
The credit risk(+) model with general sector correlations
Central European Journal of Operations Research, 17(2), 219–228.
By: A. Deshpande & S. Iyer