Multiple defaults and contagion risks (Q6216738)

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scientific article; zbMATH DE number 900074282
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Multiple defaults and contagion risks
scientific article; zbMATH DE number 900074282

    Statements

    publication date
    16 December 2009
    0 references
    arXiv ID
    0912.3132
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    arXiv classification
    q-fin.PM
    0 references
    math.PR
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    author
    Ying Jiao
    0 references
     
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