Probability of default estimation in credit risk using a nonparametric approach

  1. Peláez Suárez, R.
  2. Cao Abad, R.
  3. Vilar Fernández, J.M.
Journal:
Test

ISSN: 1863-8260 1133-0686

Year of publication: 2021

Volume: 30

Issue: 2

Pages: 383-405

Type: Article

DOI: 10.1007/S11749-020-00723-1 GOOGLE SCHOLAR