Solving nonlinear matrix equation in credit risk by using iterative methods (Q3145669)
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scientific article; zbMATH DE number 6118094
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| English | Solving nonlinear matrix equation in credit risk by using iterative methods |
scientific article; zbMATH DE number 6118094 |
Statements
21 December 2012
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Markov chain
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leasing
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default credit risk
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nonlinear matrix equation
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Newton's iteration
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Kronecker product
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vector operator and Schur decomposition
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0.8135470747947693
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0.7846893668174744
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0.7783129215240479
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0.766980767250061
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