Pricing a Defaultable Zero-Coupon Bond under Imperfect Information and Regime Switching
Abstract
Share and Cite
Zarban, A.A.; Colwell, D.; Salopek, D.M. Pricing a Defaultable Zero-Coupon Bond under Imperfect Information and Regime Switching. Mathematics 2024, 12, 2740. https://doi.org/10.3390/math12172740
Zarban AA, Colwell D, Salopek DM. Pricing a Defaultable Zero-Coupon Bond under Imperfect Information and Regime Switching. Mathematics. 2024; 12(17):2740. https://doi.org/10.3390/math12172740
Chicago/Turabian StyleZarban, Ashwaq Ali, David Colwell, and Donna Mary Salopek. 2024. "Pricing a Defaultable Zero-Coupon Bond under Imperfect Information and Regime Switching" Mathematics 12, no. 17: 2740. https://doi.org/10.3390/math12172740