Initial and Final Backward and Forward Discrete Time Non-homogeneous Semi-Markov Credit Risk Models
Guglielmo D’Amico, Jacques Janssen, Raimondo MancaVolume:
12
Language:
english
Pages:
11
DOI:
10.1007/s11009-009-9142-6
Date:
June, 2010
File:
PDF, 273 KB
english, 2010