"A Bayesian approach to modeling mortgage default and prepayment."

Arnab Bhattacharya, Simon P. Wilson, Refik Soyer (2019)

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DOI: 10.1016/J.EJOR.2018.10.047

access: closed

type: Journal Article

metadata version: 2020-02-21

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  - journals/eor/BhattacharyaWS19
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  - https://dblp.org/rec/journals/eor/BhattacharyaWS19
Arnab Bhattacharya, Simon P. Wilson, Refik Soyer:
A Bayesian approach to modeling mortgage default and prepayment. Eur. J. Oper. Res. 274(3): 1112-1124 (2019)

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