Discrete versus continuous state switching models for portfolio credit risk

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Name	TI Discussion Paper
No.	03-075/2

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@techreport{e2e12bd4e9be434b90ff92ec4403912d,

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)",

}