A discrete Markov chain model for valuing loan portfolios. The case of Mexican loan sales
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- Smith, Vernon L, 1982. "Microeconomic Systems as an Experimental Science," American Economic Review, American Economic Association, vol. 72(5), pages 923-955, December.
- Milgrom, Paul R & Weber, Robert J, 1982. "A Theory of Auctions and Competitive Bidding," Econometrica, Econometric Society, vol. 50(5), pages 1089-1122, September.
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- He, Ping & Hua, Zhongsheng & Liu, Zhixin, 2015. "A quantification method for the collection effect on consumer term loans," Journal of Banking & Finance, Elsevier, vol. 57(C), pages 17-26.
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