Discrete versus continuous state switching models for portfolio credit risk
| Year of publication: |
2006
|
|---|---|
| Authors: | Lucas, Andre ; Klaassen, Pieter |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 30.2006, 1, p. 23-35
|
| Publisher: |
Elsevier |