Pfeuffer M, Möstel L, Fischer M (2018)
Publication Language: English
Publication Type: Journal article, Original article
Publication year: 2018
DOI: 10.1080/14697688.2018.1465196
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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