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~isPartOf:"Advanced mathematical methods for finance"
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Advanced mathematical methods for finance
SSE/EFI Working Paper Series in Economics and Finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Credit contagion in a long range dependent macroeconomic factor model
Biagini, Francesca
;
Fuschini, Serena
;
Klüppelberg, Claudia
- In:
Advanced mathematical methods for finance
,
(pp. 105-132)
.
2011
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