Homogeneous and non-homogeneous semi-Markov backward credit risk migration models
Year of publication: |
2009
|
---|---|
Authors: | D'Amico, Guglielmo ; Di Biase, Giuseppe ; Janssen, Jacques ; Manca, Raimondo |
Published in: |
Financial hedging. - New York : Nova Science Publishers, ISBN 978-1-60692-665-9. - 2009, p. 3-55
|
Subject: | Kreditrisiko | Credit risk | Markov-Kette | Markov chain |
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