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Failure of the saddlepoint method in the presence of double defaults
Lütkebohmert, Eva
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Journal of risk
15
(
2012/13
)
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pp. 71-89
Persistent link: https://www.econbiz.de/10009657964
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Failure of the saddlepoint method in the presence of double defaults
Lütkebohmert, Eva
- In:
Journal of risk
15
(
2012
)
1
,
pp. 71-91
Persistent link: https://www.econbiz.de/10010027743
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