The credit risk^+ model with general sector correlations
DOI10.1007/S10100-009-0084-4zbMATH Open1204.91134OpenAlexW2110971974MaRDI QIDQ623760FDOQ623760
Authors: Amogh Deshpande, Srikanth K. Iyer
Publication date: 8 February 2011
Published in: CEJOR. Central European Journal of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10100-009-0084-4
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