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Multi-period structural model of a mortgage portfolio with cointegrated factors / Petr Gapko, Martin Šmíd . Finance a úvěr.Roč. 66, č. 6 (2016), s. 565-574. Dynamic multi-factor credit risk model with fat-tailed factors / Petr Gapko, Martin Šmíd . Finance a úvěr.Roč. 62, č. 2 (2012), s. 125-140.