Parsimonious exposure-at-default modeling for unfunded loan commitments
| Year of publication: |
2011
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|---|---|
| Authors: | Bag, Pinaki ; Jr, Michael Jacobs |
| Published in: |
Journal of risk finance : the convergence of financial products and insurance. - Bradford [u.a.] : Emerald, ISSN 1526-5943, ZDB-ID 20888971. - Vol. 13.2011, 1 (30.12.), p. 77-95
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