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MR2194366
(2006m:91099)
91B30
(62M05 62P05 90C08)
Siu, Tak-Kuen; Ching, Wai-Ki; Fung, Eric S.; Ng, Michael K. On a multivariate Markov chain model for credit risk measurement. Quant. Finance 5 (2005), no. 6, 543–556. |
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