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Determining a credit transition matrix from cumulative default probabilities

Fuente: arXiv

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Bibliographic Details
Main Authors:	Gzyl, Henryk, Mayoral, Silvia
Format:	Preprint
Published:	2025
Subjects:	Computational Finance 60J22, 62M05 62P200, 62M99, 15A29, 15A06, 90C25, 90C51, 90C99
Online Access:	Acceder al recurso
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