%0 Journal Article %A Masaaki Kijima %A Katsuya Komoribayashi %T A Markov Chain Model for Valuing Credit Risk Derivatives %D 1998 %R 10.3905/jod.1998.408006 %J The Journal of Derivatives %P 97-108 %V 6 %N 1 %U https://jod.pm-research.com/content/iijderiv/6/1/97.full.pdf