Evolutionary estimation of a coupled Markov Chain credit risk model

Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

Original language	English
Title of host publication	Natural Computing in Computational Finance
Publisher	Springer Verlag
Pages	31-44
Number of pages	14
ISBN (Print)	9783642139499
DOIs	https://doi.org/10.1007/978-3-642-13950-5_3
Publication status	Published - 2010
Externally published	Yes

Name	Studies in Computational Intelligence
Volume	293
ISSN (Print)	1860-949X

Access to Document

@inbook{2f5f05377b6843cba232003525c71553,

title = "Evolutionary estimation of a coupled Markov Chain credit risk model",

author = "Ronald Hochreiter and David Wozabal",

year = "2010",

doi = "10.1007/978-3-642-13950-5\_3",

language = "English",

isbn = "9783642139499",

series = "Studies in Computational Intelligence",

publisher = "Springer Verlag",

pages = "31--44",

booktitle = "Natural Computing in Computational Finance",

}

TY - CHAP

T1 - Evolutionary estimation of a coupled Markov Chain credit risk model

AU - Hochreiter, Ronald

AU - Wozabal, David

PY - 2010

Y1 - 2010

UR - https://www.scopus.com/pages/publications/77956332107

U2 - 10.1007/978-3-642-13950-5_3

DO - 10.1007/978-3-642-13950-5_3

M3 - Chapter

AN - SCOPUS:77956332107

SN - 9783642139499

T3 - Studies in Computational Intelligence

SP - 31

EP - 44

BT - Natural Computing in Computational Finance

PB - Springer Verlag

ER -