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person:"Scaillet, Olivier"
subject:"Credit risk"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Gross, Christian"
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Sensitivity analysis of var and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
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Scaillet, Olivier
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2003
Persistent link: https://www.econbiz.de/10001812434
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