Semi-Markov Migration Models for Credit Risk
4 authors - Hardback
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Giuseppe Di Biase Author
Guglielmo D'Amico, "G. d'Annunzio" University of Chieti-Pescara, Italy.
Giuseppe Di Biase, "G. d'Annunzio" University of Chieti-Pescara, Italy.
Jacques Janssen, Solvay Brussels School of Economics and Management, Belgium.
Raimondo Manca, University of Rome "La Sapienza", Italy.