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scientific article
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English
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scientific article

    Statements

    author
    Jochen Backhaus
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    publication date
    31 August 2009
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    zbMATH Keywords
    portfolio credit risk
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    credit derivatives
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    credit events
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    Markov chain model
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    hedging
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    Identifiers

    Mathematics Subject Classification ID
    91-02
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    91B24
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    91G40
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    91G20
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    zbMATH DE Number
    5600028
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