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CREDIT RISK VALUATION WITH RATING TRANSITIONS AND PARTIAL INFORMATION
HAINAUT, DONATIEN, ROBERT, CHRISTIAN YANNVolume:
17
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024914500460
Date:
November, 2014
File:
PDF, 596 KB
english, 2014