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scientific article; zbMATH DE number 2151381
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| English | No label defined |
scientific article; zbMATH DE number 2151381 |
Statements
4 April 2005
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extending CreditRisk\(^+\)
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mark-to-market model
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distribution of portfolio value
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0.8046078681945801
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0.7937348484992981
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0.7936224341392517
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0.7924355864524841
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