Markov chain lumpability and applications to credit risk modelling in compliance with the International Financial Reporting Standard 9 framework
| Autor: | Georgiou, K., Domazakis, G.N., Pappas, D., Yannacopoulos, A.N. |
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| Zdroj: | In European Journal of Operational Research 1 August 2021 292(3):1146-1164 |
| Databáze: | ScienceDirect |
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Full Text from ScienceDirect