Semi-Markov migration models for credit risk
DOI10.1002/9781119415084zbMATH Open1341.91003OpenAlexW2618401677MaRDI QIDQ3178435FDOQ3178435
Guglielmo D'Amico, Raimondo Manca, Jacques Janssen, Giuseppe Di Biase
Publication date: 13 July 2016
Full work available at URL: https://doi.org/10.1002/9781119415084
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