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Giesecke, Kay
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Kim, Baeho
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Azizpour, Shahriar
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Zhu, Shilin
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Management science : journal of the Institute for Operations Research and the Management Sciences
2
Journal of economic dynamics & control
1
Operations research : the journal of the Operations Research Society of America
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ECONIS (ZBW)
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Premia for correlated default risk
Azizpour, Shahriar
;
Giesecke, Kay
;
Kim, Baeho
- In:
Journal of economic dynamics & control
35
(
2011
)
8
,
pp. 1340-1358
Persistent link: https://www.econbiz.de/10009133457
Saved in:
2
Risk Analysis of Collateralized Debt Obligations
Giesecke, Kay
;
Kim, Baeho
- In:
Operations research : the journal of the Operations …
59
(
2011
)
1
,
pp. 32-50
Persistent link: https://www.econbiz.de/10008887259
Saved in:
3
Systemic Risk: What Defaults Are Telling Us
Giesecke, Kay
;
Kim, Baeho
- In:
Management science : journal of the Institute for …
57
(
2011
)
8
,
pp. 1387-1406
Persistent link: https://www.econbiz.de/10009252595
Saved in:
4
Monte Carlo Algorithms for Default Timing Problems
Giesecke, Kay
;
Kim, Baeho
;
Zhu, Shilin
- In:
Management science : journal of the Institute for …
57
(
2011
)
12
,
pp. 2115-2130
Persistent link: https://www.econbiz.de/10009809935
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