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HARVARD Citation
Pfeuffer, M. et al. (2019). An extended likelihood framework for modelling discretely observed credit rating transitions. Quantitative finance. 19 (1), pp. 93-104. [Online].
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Pfeuffer, M. et al. (2019). An extended likelihood framework for modelling discretely observed credit rating transitions. Quantitative finance. 19 (1), pp. 93-104. [Online].