Finding Generators for Markov Chains via Empirical Transition Matrices, with Applications to Credit Ratings
| Year of publication: |
2001
|
|---|---|
| Authors: | Israel, Robert B. ; Rosenthal, Jeffrey S. ; Wei, Jason Z. |
| Published in: |
Mathematical Finance. - Wiley Blackwell, ISSN 0960-1627. - Vol. 11.2001, 2, p. 245-265
|
| Publisher: |
Wiley Blackwell |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005139670