Semi-Markov Backward Credit Risk Migration Models Compared with Markov Models

Chapter
Publication Date:
2009
Iris type:
2.1 Contributo in volume (Capitolo o Saggio)
List of contributors:
Authors of the University:
Handle:
https://ricerca.unich.it/handle/11564/140612
Book title:
Selected Topics on Applied Mathematics, Circuits, Systems, and Signals 2009