GRAPHICAL MODELS FOR CORRELATED DEFAULTS (Q4919613)
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scientific article; zbMATH DE number 6163069
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | GRAPHICAL MODELS FOR CORRELATED DEFAULTS |
scientific article; zbMATH DE number 6163069 |
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GRAPHICAL MODELS FOR CORRELATED DEFAULTS (English)
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14 May 2013
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graphical models
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toric models
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Ising model
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default dependence
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correlated default
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correlation smile
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normal copula
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algebraic statistics
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