Bivariate Semi-Markov Process for Counterparty Credit Risk (Q5419662): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1112.0226 / rank | |||
Normal rank | |||
Revision as of 02:10, 20 April 2024
scientific article; zbMATH DE number 6302711
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bivariate Semi-Markov Process for Counterparty Credit Risk |
scientific article; zbMATH DE number 6302711 |
Statements
Bivariate Semi-Markov Process for Counterparty Credit Risk (English)
0 references
11 June 2014
0 references
algorithm
0 references
counterparty credit risk
0 references
multivariate semi-Markov chains
0 references
