GRAPHICAL MODELS FOR CORRELATED DEFAULTS
| Year of publication: |
2012
|
|---|---|
| Authors: | Filiz, Ismail Onur ; Guo, Xin ; Morton, Jason ; Sturmfels, Bernd |
| 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. 22.2012, 4, p. 621-645
|