An Extended Likelihood Framework for Modeling Discretely Observed Credit Rating Transitions

Pfeuffer M, Möstel L, Fischer M (2018)


Publication Language: English

Publication Type: Journal article, Original article

Publication year: 2018

Journal

DOI: 10.1080/14697688.2018.1465196

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How to cite

APA:

Pfeuffer, M., Möstel, L., & Fischer, M. (2018). An Extended Likelihood Framework for Modeling Discretely Observed Credit Rating Transitions. Quantitative Finance. https://doi.org/10.1080/14697688.2018.1465196

MLA:

Pfeuffer, Marius, Linda Möstel, and Matthias Fischer. "An Extended Likelihood Framework for Modeling Discretely Observed Credit Rating Transitions." Quantitative Finance (2018).

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