A review of non-Markovian models for the dynamics of credit ratings

G D'Amico, S Dharmaraja, R Manca… - Reports on Economics …, 2019 - ricerca.unich.it
This survey reviews the growing literature on Markovian and non-Markovian models for
modeling the dynamics of credit ratings. Credit rating is a measure of the creditworthiness of …

[引用][C] A review of non-Markovian models for the dynamics of credit ratings

G D'Amico, S Dharmaraja, R Manca… - Reports on Economics …, 2019 - cir.nii.ac.jp
A review of non-Markovian models for the dynamics of credit ratings | CiNii Research CiNii
国立情報学研究所 学術情報ナビゲータ[サイニィ] 詳細へ移動 検索フォームへ移動 論文・データを …

[PDF][PDF] A Review of Non-Markovian Models for the Dynamics of Credit Ratings

G D'Amico, S Dharmaraja, R Manca, P Pasricha - 2019 - iitd.ac.in
A Review of Non-Markovian Models for the Dynamics of Credit Ratings Page 1 Reports on
Economics and Finance, Vol. 5, 2019, no. 1, 15 - 33 HIKARI Ltd, www.m-hikari.com https://doi.org/10.12988/ref.2019.81224 …

[PDF][PDF] A Review of Non-Markovian Models for the Dynamics of Credit Ratings

G D'Amico, S Dharmaraja, R Manca, P Pasricha - 2019 - m-hikari.com
A Review of Non-Markovian Models for the Dynamics of Credit Ratings Page 1 Reports on
Economics and Finance, Vol. 5, 2019, no. 1, 15 - 33 HIKARI Ltd, www.m-hikari.com https://doi.org/10.12988/ref.2019.81224 …

[PDF][PDF] A Review of Non-Markovian Models for the Dynamics of Credit Ratings

G D'Amico, S Dharmaraja, R Manca, P Pasricha - 2019 - ricerca.unich.it
A Review of Non-Markovian Models for the Dynamics of Credit Ratings Page 1 Reports on
Economics and Finance, Vol. 5, 2019, no. 1, 15 - 33 HIKARI Ltd, www.m-hikari.com https://doi.org/10.12988/ref.2019.81224 …

[PDF][PDF] A Review of Non-Markovian Models for the Dynamics of Credit Ratings

G D'Amico, S Dharmaraja, R Manca, P Pasricha - 2019 - scholar.archive.org
A Review of Non-Markovian Models for the Dynamics of Credit Ratings Page 1 Reports on
Economics and Finance, Vol. 5, 2019, no. 1, 15 - 33 HIKARI Ltd, www.m-hikari.com https://doi.org/10.12988/ref.2019.81224 …

[PDF][PDF] A Review of Non-Markovian Models for the Dynamics of Credit Ratings

G D'Amico, S Dharmaraja, R Manca, P Pasricha - 2019 - scholar.archive.org
A Review of Non-Markovian Models for the Dynamics of Credit Ratings Page 1 Reports on
Economics and Finance, Vol. 5, 2019, no. 1, 15 - 33 HIKARI Ltd, www.m-hikari.com https://doi.org/10.12988/ref.2019.81224 …