"Numerical estimates of risk factors contingent on credit ratings."

Timon Gärtner, Serguei Kaniovski, Yuriy Kaniovski (2021)

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DOI: 10.1007/S10287-021-00405-9

access: closed

type: Journal Article

metadata version: 2021-10-15

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Timon Gärtner, Serguei Kaniovski, Yuriy Kaniovski:
Numerical estimates of risk factors contingent on credit ratings. Comput. Manag. Sci. 18(4): 563-589 (2021)

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