CREDIT RISK VALUATION WITH RATING TRANSITIONS AND PARTIAL INFORMATION

Donatien Hainaut () and Christian Yann Robert
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Donatien Hainaut: ESC [Rennes] - ESC Rennes School of Business
Christian Yann Robert: LSAF - Laboratoire de Sciences Actuarielle et Financière - UCBL - Université Claude Bernard Lyon 1 - Université de Lyon

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Date: 2014-11
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Published in International Journal of Theoretical and Applied Finance, 2014, 17 (07), pp.1450046

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