Discrete Time Non-Homogeneous Semi-Markov Reliability Transition Credit Risk Models and the Default Distribution Functions
| Year of publication: |
2011
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|---|---|
| Authors: | D’Amico, Guglielmo ; Janssen, Jacques ; Manca, Raimondo |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 11420212. - Vol. 38.2011, 4, p. 465-482
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