"Probability of default estimation, with a reject option."

Lize Coenen, Ahmed K. A. Abdullah, Tias Guns (2020)

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DOI: 10.1109/DSAA49011.2020.00058

access: closed

type: Conference or Workshop Paper

metadata version: 2021-10-14

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Lize Coenen, Ahmed K. A. Abdullah, Tias Guns:
Probability of default estimation, with a reject option. DSAA 2020: 439-448

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