Discrete versus continuous state switching models for portfolio credit risk
Year of publication: |
2006
|
---|---|
Authors: | Lucas, André ; Klaassen, Pieter |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 30.2006, 1, p. 23-35
|
Subject: | Regime switching | Kreditrisiko | Credit risk |
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