Affine Point Processes and Portfolio Credit Risk

SIAM Journal on Financial Mathematics 2010 / 01 Vol. 1; Iss. 1

Affine Point Processes and Portfolio Credit Risk

Errais, Eymen, Giesecke, Kay, Goldberg, Lisa R.
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Volume:
1
Language:
english
Journal:
SIAM Journal on Financial Mathematics
DOI:
10.1137/090771272
Date:
January, 2010
File:
PDF, 494 KB
english, 2010
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