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~person:"Shahabuddin, Perwez"
~subject:"Estimation"
~subject:"Kreditrisiko"
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Large deviations in multifactor portfolio credit risk
Glasserman, Paul
;
Kang, Wanmo
;
Shahabuddin, Perwez
- In:
Mathematical finance : an international journal of …
17
(
2007
)
3
,
pp. 345-379
Persistent link: https://www.econbiz.de/10003626548
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