REINFORCED URN PROCESSES FOR MODELING CREDIT DEFAULT DISTRIBUTIONS (Q3022103): Difference between revisions
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Revision as of 09:23, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | REINFORCED URN PROCESSES FOR MODELING CREDIT DEFAULT DISTRIBUTIONS |
scientific article |
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REINFORCED URN PROCESSES FOR MODELING CREDIT DEFAULT DISTRIBUTIONS (English)
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22 June 2005
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default probability
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credit spreads
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Polya urn schemes
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Dirichlet process
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BetaStacy process
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