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Non-Homogeneous Semi-Markov Reward Processes and Credit Spread Computation
Non-Homogeneous Semi-Markov Reward Processes and Credit Spread Computation
2017
Guglielmo D'Amico
Giuseppe Di Biase
Jacques Janssen
Raimondo Manca
Keywords:
Computation
Financial economics
Homogeneous
Yield spread
Business
Markov chain
non homogeneous
Econometrics
Actuarial science
Correction
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