Large portfolio losses
From MaRDI portal
Publication:1887260
DOI10.1007/s00780-003-0107-2zbMath1051.60030MaRDI QIDQ1887260
Amir Dembo, J. Darrell Duffie, Jean-Dominique Deuschel
Publication date: 24 November 2004
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00780-003-0107-2
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