Using Markov chains to estimate losses from a portfolio of mortgages

Review of Quantitative Finance and Accounting

Volumn 12, Issue 3, 1999, Pages 303-318

  Betancourt, Luis ^a  

^a AMERICAN UNIVERSITY   (United States)

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EID: 35148871110     PISSN: 0924865X     EISSN: 15737179     Source Type: Journal    
DOI: 10.1023/a:1008331016892     Document Type: Article

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