RT Journal Article SR Electronic T1 A Markov Chain Model for Valuing Credit Risk Derivatives JF The Journal of Derivatives FD Institutional Investor Journals SP 97 OP 108 DO 10.3905/jod.1998.408006 VO 6 IS 1 A1 Masaaki Kijima A1 Katsuya Komoribayashi YR 1998 UL https://pm-research.com/content/6/1/97.abstract AB