On the formulation of credit barrier model using radial basis functions
Humphrey K. K. Tung and Michael C. S. Wong
| Year of publication: |
2014
|
|---|---|
| Authors: | Tung, Humphrey K. K. ; Wong, Michael C. S. |
| Published in: |
Journal of the Operational Research Society : OR. - Basingstoke, Hampshire : Palgrave, ISSN 0030-3623, ZDB-ID 716033-1. - Vol. 65.2014, 9, p. 1437-1452
|
| Subject: | credit migration | Kolmogorov equation | radial basis function |
| Extent: | graph. Darst. |
|---|---|
| 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/10010395004