A discrete Markov chain model for valuing loan portfolios. The case of Mexican loan sales
| Year of publication: |
1998
|
|---|---|
| Authors: | Angel, Gabriela F. del ; Diez-Canedo, Javier Marquez ; Gorbea, Estela Patino |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 22.1998, 10-11, p. 1457-1480
|
| Publisher: |
Elsevier |