Default probabilities of a holding company, with complete and partial information

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Publication:2517514

DOI10.1016/j.cam.2014.04.003zbMath1319.91150OpenAlexW1979475083MaRDI QIDQ2517514

Griselda Deelstra, Donatien Hainaut

Publication date: 26 August 2015

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2014.04.003




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