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The semi-Markov model in risk...
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Mathematical finance : deterministic and stochastic models
Janssen, Jacques
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Manca, Raimondo
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Volpe, Ernesto
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2009
Persistent link: https://www.econbiz.de/10004929528
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Semi-markov migration models for credit risk
D'Amico, Guglielmo
;
Di Biase, Giuseppe
;
Janssen, Jacques
; …
-
2017
Persistent link: https://www.econbiz.de/10011660584
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