CreditGrades framework within stochastic covariance models
Marcos Escobar, Hamidreza Arian, Luis Seco
| Year of publication: |
2012
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|---|---|
| Authors: | Escobar, Marcos ; Arian, Hamidreza ; Seco, Luis |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 2.2012, 4, p. 303-314
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| Subject: | Theorie | Theory | Stochastischer Prozess | Stochastic process | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009725338