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type_genre:"Arbeitspapier"
type_genre:"Hochschulschrift"
~isPartOf:"Working papers in economics"
~subject:"Asset-Backed Securities"
~type_genre:"Graue Literatur"
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A Markov Copula model of portfolio credit risk with stochastic intensities and Random recoveries
Bielecki, Tomasz R.
;
Cousin, Areski
;
Crépy, Stéphane
; …
-
2012
Persistent link: https://www.econbiz.de/10009630172
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