Modeling Default Dependence with Threshold Models
| Year of publication: |
2005
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|---|---|
| Authors: | Overbeck, Ludger ; Schmidt, Wolfgang |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Institutional Investor, ISSN 1074-1240, ZDB-ID 11690045. - Vol. 12.2005, 4, p. 10-19
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