Risk Factor Evolution for Counterparty Credit Risk under a...

Risks 2019 / 06 Vol. 7; Iss. 2

Risk Factor Evolution for Counterparty Credit Risk under a Hidden Markov Model

Anagnostou, Ioannis, Kandhai, Drona
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Volume:
7
Language:
english
Journal:
Risks
DOI:
10.3390/risks7020066
Date:
June, 2019
File:
PDF, 824 KB
english, 2019
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