A pricing model with dynamic credit rating transition matrixes

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Bibliographic Details
Published in:Journal of risk model validation 2021-09
Main Authors: Tsai, Yun-Cheng, Lin, Sheng-Hsuan, Lyuu, Yuh-Dauh
Format: Article
Language:English
Online Access:Get full text
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ISSN:1753-9579
1753-9579
DOI:10.21314/JRMV.2021.007