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type_genre:"Aufsatz im Buch"
type_genre:"Congress report"
~isPartOf:"Finance and economics discussion series"
~person:"Gordy, Michael B."
~subject:"Theory"
~type_genre:"Non-commercial literature"
~type_genre:"Textbook"
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Expectations of functions of stochastic time with application to credit risk modeling
Costin, Ovidiu
;
Gordy, Michael B.
;
Huang, Min
; …
-
2013
Persistent link: https://www.econbiz.de/10010424569
Saved in:
2
On the distribution of a discrete sample path of a square-root diffusion
Gordy, Michael B.
-
2012
Persistent link: https://www.econbiz.de/10009546852
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3
Granularity adjustment for mark-to-market credit risk models
Gordy, Michael B.
;
Marrone, James
-
2010
Persistent link: https://www.econbiz.de/10003995912
Saved in:
4
A risk-factor model foundation for ratings-based bank capital rules
Gordy, Michael B.
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2002
Persistent link: https://www.econbiz.de/10001725288
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5
A generalization of generalized beta distributions
Gordy, Michael B.
-
1998
Persistent link: https://www.econbiz.de/10000986549
Saved in:
6
Computationally convenient distributional assumptions for common value auctions
Gordy, Michael B.
-
1997
Persistent link: https://www.econbiz.de/10000956694
Saved in:
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