Finding Generators for Markov Chains via Empirical Transition Matrices, with Applications to Credit Ratings
| Year of publication: |
2001
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| Authors: | Israel, Robert B. ; Rosenthal, Jeffrey S. ; Wei, Jason Z. |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 10731945. - Vol. 11.2001, 2, p. 245
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