"Credit risk migration rates modeling as open systems: A micro-simulation ..."

Simone Landini, Mariacristina Uberti, Simone Casellina (2018)

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DOI: 10.1016/J.CNSNS.2017.05.028

access: closed

type: Journal Article

metadata version: 2022-12-07

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Simone Landini, Mariacristina Uberti, Simone Casellina:
Credit risk migration rates modeling as open systems: A micro-simulation approach. Commun. Nonlinear Sci. Numer. Simul. 58: 147-166 (2018)

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