A coupled Markov chain approach to credit risk modeling
| Year of publication: |
2012
|
|---|---|
| Authors: | Wozabal, David ; Hochreiter, Ronald |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 36.2012, 3, p. 403-416
|