REINFORCED URN PROCESSES FOR MODELING CREDIT DEFAULT DISTRIBUTIONS (Q3022103): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: A Bayesian analysis of some nonparametric problems / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: MODEL PERFORMANCE MEASURES FOR EXPECTED UTILITY MAXIMIZING INVESTORS / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Urn schemes and reinforced random walks. / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Reinforced random processes in continuous time. / rank | |||
Normal rank | |||
Latest revision as of 12:47, 10 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | REINFORCED URN PROCESSES FOR MODELING CREDIT DEFAULT DISTRIBUTIONS |
scientific article |
Statements
REINFORCED URN PROCESSES FOR MODELING CREDIT DEFAULT DISTRIBUTIONS (English)
0 references
22 June 2005
0 references
default probability
0 references
credit spreads
0 references
Polya urn schemes
0 references
Dirichlet process
0 references
BetaStacy process
0 references
