Confidence sets for continuous-time rating transition probabilities
Research output: Contribution to journal › Journal article › Research › peer-review
| Original language | English |
|---|---|
| Journal | Journal of Banking & Finance |
| Volume | 28 |
| Pages (from-to) | 2575-2602 |
| ISSN | 0378-4266 |
| Publication status | Published - 2004 |
ID: 74985