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Dynmaic modelling of portfolio credit risk with common shocks
Bielecki, Tomasz R.
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2011
Persistent link: https://www.econbiz.de/10009012001
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A Markov Copula model of portfolio credit risk with stochastic intensities and Random recoveries
Bielecki, Tomasz R.
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Cousin, Areski
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Crépy, Stéphane
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2012
Persistent link: https://www.econbiz.de/10009630172
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