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subject:"Markov chain"
~isPartOf:"Essays on the measurement of credit risk"
~person:"Möstel, Linda"
~person:"Reuther, Bettina"
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Evolutionary algorithm
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Essays on the measurement of credit risk
Quantitative finance
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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An extended likelihood framework for modeling discretely observed credit rating transitions
Pfeuffer, Marius
;
Möstel, Linda
;
Fischer, Matthias
- In:
Essays on the measurement of credit risk
,
(pp. 50-74)
.
2017
Persistent link: https://www.econbiz.de/10011901173
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