On a Multivariate Marcov Chain Model for Credit Risk Measurement

Tak Kuen Siu, W. K. Ching, E. S. Fung, M. K. Ng

Research output: Contribution to journal › Article › peer-review

Cite this

@article{22f9c7e59a6740e69aa798bfec35e02b,

title = "On a Multivariate Marcov Chain Model for Credit Risk Measurement",

author = "Siu, {Tak Kuen} and Ching, {W. K.} and Fung, {E. S.} and Ng, {M. K.}",

year = "2005",

language = "English",

volume = "5",

pages = "543--556",

journal = "Quantitative Finance",

issn = "1469-7696",

publisher = "Routledge",

number = "6",

}