A Set-Valued Markov Chain Approach to Credit Default
Year of publication: |
2019
|
---|---|
Authors: | Chen, Dianfa |
Other Persons: | Deng, Jun (contributor) ; Feng, Jianfen (contributor) ; Zou, Bin (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Markov-Kette | Markov chain | Kreditrisiko | Credit risk | Theorie | Theory | Insolvenz | Insolvency | Schätzung | Estimation | Kreditderivat | Credit derivative |
Extent: | 1 Online-Ressource (41 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 30, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3241084 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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