| Original language | English |
|---|---|
| Title of host publication | Encyclopedia of Quantitative Finance |
| Editors | Rama Cont |
| Publisher | Wiley |
| Publication date | 2010 |
| Pages | 1484-1488 |
| ISBN (Print) | 9780470057568 |
| Publication status | Published - 2010 |
Rating Transition Matrices
Research output: Chapter in Book/Report/Conference proceeding › Encyclopedia chapter › Research › peer-review