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Discrete Time Non-Homogeneous Semi-Markov Reliability Transition Credit Risk Models and the Default Distribution Functions
Guglielmo D’Amico, (2011)
Valuing credit default swap in a non-homogeneous semi-Markovian rating based model
Guglielmo D’Amico, (2007)
D’Amico, Guglielmo, (2011)