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