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scientific article; zbMATH DE number 2151381
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scientific article; zbMATH DE number 2151381

    Statements

    author
    Carsten Binnenhei
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    publication date
    4 April 2005
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    zbMATH Keywords
    extending CreditRisk\(^+\)
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    mark-to-market model
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    distribution of portfolio value
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    Identifiers

    zbMATH DE Number
    2151381
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