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~isPartOf:"Applied mathematical finance"
~person:"Jarrow, Robert A."
~person:"Lucas, André"
~person:"Ongena, Steven"
~subject:"Credit risk"
~subject:"Kreditderivat"
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Applied mathematical finance
Discussion paper / Tinbergen Institute
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Research paper series / Swiss Finance Institute
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Journal of banking & finance
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Review of finance : journal of the European Finance Association
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Credit risk models and management
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Tail behaviour of credit loss distributions for general latent factor models
Lucas, André
;
Klaassen, Pieter
;
Spreij, Peter
; …
- In:
Applied mathematical finance
10
(
2003
)
4
,
pp. 337-357
Persistent link: https://www.econbiz.de/10001864390
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