Pages that link to "Item:Q4991050"
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The following pages link to A set-valued Markov chain approach to credit default (Q4991050):
Displaying 4 items.
- Nonexistence of Markovian time dynamics for graphical models of correlated default (Q415636) (← links)
- A coupled Markov chain approach to credit risk modeling (Q433652) (← links)
- A simple Markov chain structure for the evolution of credit ratings (Q3607869) (← links)
- A default system with overspilling contagion (Q6549692) (← links)