Failure of the saddlepoint method in the presence of double defaults
| Year of publication: |
2012
|
|---|---|
| Authors: | Lütkebohmert, Eva |
| Published in: |
Journal of risk. - London : Incisive Media Plc, ISSN 1465-1211, ZDB-ID 14762602. - Vol. 15.2012, 1, p. 71-91
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