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Search: subject:"Fourier transform methods"
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Herbertsson, Alexander
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Saddlepoint approximations for credit portfolio distributions with applications in equity risk management
Herbertsson, Alexander
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2023
Persistent link: https://www.econbiz.de/10014518798
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Saddlepoint approximations for credit portfolios with stochastic recoveries
Herbertsson, Alexander
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2022
Persistent link: https://www.econbiz.de/10013369349
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