"A Markovian infectious model for dependent default risk."

Jia-Wen Gu, Wai-Ki Ching, Tak Kuen Siu (2011)

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DOI: 10.1504/IJIEI.2011.040178

access: closed

type: Journal Article

metadata version: 2020-08-27

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Jia-Wen Gu, Wai-Ki Ching, Tak Kuen Siu:
A Markovian infectious model for dependent default risk. Int. J. Intell. Eng. Informatics 1(2): 174-195 (2011)

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