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Credit Correlation (Life After Copulas) || ON THE TERM STRUCTURE OF LOSS DISTRIBUTIONS: A FORWARD MODEL APPROACH
Lipton, Alexander, Rennie, AndrewVolume:
10.1142/65
Year:
2007
Language:
english
DOI:
10.1142/9789812709509_0008
File:
PDF, 178 KB
english, 2007