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Asymptotic behaviour of the survival probabilities in an inhomogeneous semi-Markov model for the migration process in credit risk
Vassiliou, P.-C.G., Vasileiou, AglaiaVolume:
438
Language:
english
Journal:
Linear Algebra and its Applications
DOI:
10.1016/j.laa.2012.11.035
Date:
April, 2013
File:
PDF, 442 KB
english, 2013