Markov Chain Model with Catastrophe to Determine Mean Time to Default of Credit Risky Assets
Dharmaraja, Selvamuthu, Pasricha, Puneet, Tardelli, PaolaLanguage:
english
Journal:
Journal of Statistical Physics
DOI:
10.1007/s10955-017-1890-z
Date:
October, 2017
File:
PDF, 491 KB
english, 2017