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~person:"Kim, Sung Ik"
~subject:"Stochastic process"
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Kim, Sung Ik
Kim, Young Shin
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Fabozzi, Frank J.
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International journal of theoretical and applied finance
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Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
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