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Phase transition in the Bayesian estimation of the default ..:
Hisakado, Masato
;
Mori, Shintaro
Physica A: Statistical Mechanics and its Applications. 544 (2020) - p. 123480 , 2020
Link:
https://doi.org/10.1016/j.physa.2019.123480
RT Journal T1
Phase transition in the Bayesian estimation of the default portfolio
UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.physa.2019.123480&Exemplar=1&LAN=DE A1 Hisakado, Masato A1 Mori, Shintaro PB Elsevier BV YR 2020 SN 0378-4371 JF Physica A: Statistical Mechanics and its Applications VO 544 SP 123480 LK http://dx.doi.org/https://doi.org/10.1016/j.physa.2019.123480 DO https://doi.org/10.1016/j.physa.2019.123480 SF ELIB - SuUB Bremen
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