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~isPartOf:"Quantitative finance"
~subject:"Credit"
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Quantitative finance
International journal of theoretical and applied finance
7
International review of financial analysis
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The journal of credit risk : published quarterly by Incisive Media
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Credit derivatives : the definitive guide
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Uncovering the mesoscale structure of the credit default swap market to improve portfolio risk modelling
Anagnostou, I.
;
Squartini, T.
;
Kandhai, D.
;
Garlaschelli, D.
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1501-1518
Persistent link: https://www.econbiz.de/10012624151
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