Credit Correlation (Life After Copulas) || CLUSTER-BASED EXTENSION OF THE GENERALIZED POISSON LOSS DYNAMICS AND CONSISTENCY WITH SINGLE NAMES
Lipton, Alexander, Rennie, AndrewVolume:
10.1142/65
Year:
2007
Language:
english
DOI:
10.1142/9789812709509_0002
File:
PDF, 316 KB
english, 2007