Large portfolio losses
| Year of publication: |
2004
|
|---|---|
| Authors: | Dembo, Amir ; Deuschel, Jean-Dominique ; Duffie, Darrell |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 8.2004, 1, p. 3-16
|