Dynamics of multivariate default system in random environment

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Dynamics of multivariate default system in random environment (scientific article from arXiv)

MaRDI QIDQ7085500arXivFDO

Authors Nicole El Karoui, Monique Jeanblanc, Ying Jiao

Publication date 2015

Published in arXiv


arXiv classification

q-fin.RM















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