Some representations of the multivariate Bernoulli and binomial distributions
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- White, Alan, 2018. "Pricing Credit Default Swap Subject to Counterparty Risk and Collateralization," MPRA Paper 85331, University Library of Munich, Germany.
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- Xiao, Tim, 2013. "The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling," MPRA Paper 47136, University Library of Munich, Germany.
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Keywordsmultivariate Bernoulli distribution multivariate binomial distribution log-linear models categorical data;
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