Bivariate Semi-Markov Process for Counterparty Credit Risk

Author: D'amico Guglielmo   Manca Raimondo   Salvi Giovanni  

Publisher: Taylor & Francis Ltd

ISSN: 0361-0926

Source: Communications in Statistics: Theory and Methods, Vol.43, Iss.7, 2014-04, pp. : 1503-1522

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