Confidence sets for continuous-time rating transition probabilities
| Year of publication: |
2004
|
|---|---|
| Authors: | Christensen, Jens H.E. ; Hansen, Ernst ; Lando, David |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 28.2004, 11, p. 2575-2602
|
| Publisher: |
Elsevier |