"A hidden Markov reduced-form risk model."

Jia-Wen Gu, Wai-Ki Ching, Harry Zheng (2014)

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DOI: 10.1109/CIFER.2014.6924072

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-19

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Jia-Wen Gu, Wai-Ki Ching, Harry Zheng:
A hidden Markov reduced-form risk model. CIFEr 2014: 190-196

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