LARGE PORTFOLIO ASYMPTOTICS FOR LOSS FROM DEFAULT

Mathematical Finance 2015 / 01 Vol. 25; Iss. 1

LARGE PORTFOLIO ASYMPTOTICS FOR LOSS FROM DEFAULT

Giesecke, Kay, Spiliopoulos, Konstantinos, Sowers, Richard B., Sirignano, Justin A.
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Volume:
25
Language:
english
Journal:
Mathematical Finance
DOI:
10.1111/mafi.12011
Date:
January, 2015
File:
PDF, 560 KB
english, 2015
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