A coupled Markov chain approach to credit risk modeling

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	403-415
Number of pages	13
Journal	Journal of Economic Dynamics and Control
Volume	36
Issue number	3
DOIs	https://doi.org/10.1016/j.jedc.2011.09.011
Publication status	Published - 2012

Access to Document

TY - JOUR

T1 - A coupled Markov chain approach to credit risk modeling

AU - Wozabal, D.

AU - Hochreiter, R.

PY - 2012

Y1 - 2012

UR - https://www.scopus.com/pages/publications/84855824872

U2 - 10.1016/j.jedc.2011.09.011

DO - 10.1016/j.jedc.2011.09.011

M3 - Article

VL - 36

SP - 403

EP - 415

JO - Journal of Economic Dynamics and Control

JF - Journal of Economic Dynamics and Control

IS - 3

ER -