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

Source: NC State University Libraries
Added: August 6, 2018

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

Source: NC State University Libraries
Added: August 6, 2018