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Bibliography

J. Dufek

  1. Šmíd Martin, Dufek J. :  Multi-period Factor Model of a Loan Portfolio, ÚTIA AV ČR v.v.i, (Praha 2017) Research Report 2363 [2017] Download
  2. Dufek J., Šmíd Martin :  Multifactor dynamic credit risk model , 32nd International Conference Mathematical Methods in Economics MME 2014, p. 185-190, MME 2014. International Conference Mathematical Methods in Economics /32./, (Olomouc, CZ, 10.09.2014-12.09.2014) [2014] Download