A Markovian network model for default risk management

Wai-Ki Ching, Ho-Yin Leung, Hao Jiang, Liang Sun, Tak Kuen Siu. A Markovian network model for default risk management. IJIEI, 1(1):104-124, 2010. [doi]

Authors

Wai-Ki Ching

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Ho-Yin Leung

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Hao Jiang

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Liang Sun

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Tak Kuen Siu

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