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~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"Credit risk"
~type_genre:"Accompanied by computer file"
~type_genre:"Arbeitspapier"
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Correlated default with incomplete information
Giesecke, Kay
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2002
Persistent link: https://www.econbiz.de/10001684707
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Compensator-based simulation of correlated defaults
Giesecke, Kay
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2002
Persistent link: https://www.econbiz.de/10001685033
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An exponential model for dependent defaults
Giesecke, Kay
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2002
Persistent link: https://www.econbiz.de/10001685045
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