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"Credit risk model with contagious default dependencies affected by ..."

Hideyuki Takada, Ushio Sumita (2011)

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DOI: 10.1016/J.EJOR.2011.05.001

access: closed

type: Journal Article

metadata version: 2020-02-21

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Hideyuki Takada, Ushio Sumita:
Credit risk model with contagious default dependencies affected by macro-economic condition. Eur. J. Oper. Res. 214(2): 365-379 (2011)

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