An improved multivariate Markov chain model for credit risk
Wai-Ki Ching; Tak-Kuen Siu; Li-min Li; Hao Jiang; Tang Li ...
Year of publication: |
2009
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Authors: | Ching, Wai-ki ; Siu, Tak-kuen ; Li, Li-min ; Jiang, Hao ; Li, Tang |
Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Incisive Media, ISSN 1744-6619, ZDB-ID 21704223. - Vol. 5.2009/10, 4, p. 83-106
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