Portfolio Credit Risk with Extremal Dependence: Asymptotic Analysis and Efficient Simulation (Q3392194): Difference between revisions
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Latest revision as of 19:06, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio Credit Risk with Extremal Dependence: Asymptotic Analysis and Efficient Simulation |
scientific article |
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Portfolio Credit Risk with Extremal Dependence: Asymptotic Analysis and Efficient Simulation (English)
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13 August 2009
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