Bivariate Semi-Markov Process for Counterparty Credit Risk (Q5419662): Difference between revisions
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Revision as of 20:53, 5 March 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)
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11 June 2014
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algorithm
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counterparty credit risk
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multivariate semi-Markov chains
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