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Lehmann, Christoph
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The journal of risk model validation
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Sensitivities and worst-case correlations for hitting probabilities of portfolio tranches
Huschens, Stefan
;
Lehmann, Christoph
;
Tillich, Daniel
- In:
The journal of risk model validation
4
(
2010/11
)
1
,
pp. 49-69
Persistent link: https://www.econbiz.de/10003971975
Saved in:
2
Sensitivities and worst-case correlations for hitting probabilities of portfolio tranches
Huschens, Stefan
;
Lehmann, Christoph
;
Tillich, Daniel
- In:
The journal of risk model validation
4
(
2010/11
)
1
,
pp. 49-69
Persistent link: https://www.econbiz.de/10009911487
Saved in:
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