Efficient estimation of transition rates between credit ratings from observations at discrete time points

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@article{c20ea1a01d0e11deb43e000ea68e967b,

title = " Efficient estimation of transition rates between credit ratings from observations at discrete time points",

author = "Michael S{\o}rensen and Mogens Bladt",

year = "2009",

language = "English",

volume = "9",

pages = "147 -- 160",

journal = "Quantitative Finance",

issn = "1469-7688",

publisher = "Routledge",

}