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- David Wozabal & Ronald Hochreiter, 2009.
"A Coupled Markov Chain Approach to Credit Risk Modeling,"
0911.3802, arXiv.org, revised Jan 2014.
- Wozabal, David & Hochreiter, Ronald, 2012. "A coupled Markov chain approach to credit risk modeling," Journal of Economic Dynamics and Control, Elsevier, vol. 36(3), pages 403-415.
Most cited item
- Georg Pflug & David Wozabal, 2007. "Ambiguity in portfolio selection," Quantitative Finance, Taylor & Francis Journals, vol. 7(4), pages 435-442.
Most downloaded item (past 12 months)
- David Wozabal & Ronald Hochreiter, 2009. "A Coupled Markov Chain Approach to Credit Risk Modeling," Papers 0911.3802, arXiv.org, revised Jan 2014.
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