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person:"Pesaran, M. Hashem"
~language:"eng"
~person:"Giesecke, Kay"
~person:"Morrison, Edward R."
~subject:"Simulation"
~type_genre:"Working Paper"
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Search: subject_exact:"Insolvency law"
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Pesaran, M. Hashem
Giesecke, Kay
Morrison, Edward R.
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Compensator-based simulation of correlated defaults
Giesecke, Kay
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2002
Persistent link: https://www.econbiz.de/10001685033
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An exponential model for dependent defaults
Giesecke, Kay
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2002
Persistent link: https://www.econbiz.de/10001685045
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