The credit risk+model with general sector correlations

Central European Journal of Operations Research 2009 / 06 Vol. 17; Iss. 2

The credit risk+model with general sector correlations

Amogh Deshpande, Srikanth K. Iyer
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Volume:
17
Language:
english
Pages:
10
DOI:
10.1007/s10100-009-0084-4
Date:
June, 2009
File:
PDF, 136 KB
english, 2009
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