Comparing the reliability of a discrete-time and a continuous-time Markov chain model in determining credit risk
Year of publication: |
2009
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Authors: | Lu, Su-Lien |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 16.2009, 10/12, p. 1143-1148
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Subject: | Theorie | Theory | Kreditrisiko | Credit risk | Markov-Kette | Markov chain |
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