Discrete versus continuous state switching models for portfolio credit risk

A. Lucas, P. Klaassen

Research output: Working paper / Preprint › Working paper › Professional

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Name	TI Discussion Paper
No.	03-075/2

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title = "Discrete versus continuous state switching models for portfolio credit risk",

author = "A. Lucas and P. Klaassen",

year = "2003",

language = "English",

series = "TI Discussion Paper",

publisher = "Tinbergen Instituut (TI)",

number = "03-075/2",

type = "WorkingPaper",

institution = "Tinbergen Instituut (TI)",

}