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A new family of modified Gaussian copulas for market consistent valuation of government guarantees
Cerqueti, Roy
;
Cesarone, Francesco
;
Heusch, Maria C.
; …
- In:
Review of managerial science : RMS
18
(
2024
)
7
,
pp. 1985-2005
Persistent link: https://www.econbiz.de/10015134056
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