Discrete versus continuous state switching models for portfolio credit risk
| Year of publication: |
2006
|
|---|---|
| Authors: | Lucas, André ; Klaassen, Pieter |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 30.2006, 1, p. 23-36
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