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Marshall–Olkin distributions, subordinators, efficient simulation, and applications to credit risk
Sun, Yunpeng, Mendoza-Arriaga, Rafael, Linetsky, VadimVolume:
49
Language:
english
Journal:
Advances in Applied Probability
DOI:
10.1017/apr.2017.10
Date:
June, 2017
File:
PDF, 551 KB
english, 2017