Choosing Markovian Credit Migration Matrices by Nonlinear Optimization

Author: Hughes Maximilian   Werner Ralf  

Publisher: MDPI

E-ISSN: 2227-9091|4|3|31-31

ISSN: 2227-9091

Source: Risks, Vol.4, Iss.3, 2016-08, pp. : 31-31

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Abstract