TY - JOUR T1 - A Markov Chain Model for Valuing Credit Risk Derivatives JF - The Journal of Derivatives SP - 97 LP - 108 DO - 10.3905/jod.1998.408006 VL - 6 IS - 1 AU - Masaaki Kijima AU - Katsuya Komoribayashi Y1 - 1998/08/31 UR - https://pm-research.com/content/6/1/97.abstract N2 - 300 Multiple ChoicesThis is a pdf-only article and there is no markup to show you.full-text.pdf ER -