Semi-Markov migration process in a stochastic market in...

Linear Algebra and its Applications 2014 / 06 Vol. 450

Semi-Markov migration process in a stochastic market in credit risk

Vassiliou, P.-C.G.
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Volume:
450
Language:
english
Journal:
Linear Algebra and its Applications
DOI:
10.1016/j.laa.2014.02.050
Date:
June, 2014
File:
PDF, 426 KB
english, 2014
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