Markov Chain Monte Carlo Estimation of Default and Recovery : Dependent via the Latent Systematic Factor
Year of publication: |
2014
|
---|---|
Authors: | Luo, Xiaolin |
Other Persons: | Shevchenko, Pavel V. (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Monte-Carlo-Simulation | Monte Carlo simulation | Markov-Kette | Markov chain | Schätzung | Estimation |
Extent: | 1 Online-Ressource (39 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Credit Risk 9(3), pp. 41-76, 2013 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 10, 2013 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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