Numerical Modeling of Dependent Credit Rating Transitions with Asynchronously Moving Industries
Crossref DOI link: https://doi.org/10.1007/s10614-016-9576-1
Published Online: 2016-04-09
Published Print: 2017-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Boreiko, D. V.
Kaniovski, Y. M.
Pflug, G. Ch.
Funding for this research was provided by:
Free University of Bozen-Bolzano
License valid from 2016-04-09