Rating Transition Model Calibration Dataset under Risk-Neutral Measure
收藏DataCite Commons2025-01-02 更新2025-04-16 收录
下载链接：
https://service.tib.eu/ldmservice/dataset/d774e0dc-5c31-4ed7-a44b-b3709eb71002
下载链接
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资源简介：
The dataset used for calibration of the rating transition model under the risk-neutral measure. It contains 1000 trajectories of the rating process Xt.
提供机构：
TIB
创建时间：
2025-01-02
