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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Large portfolio asymptotics for loss from default
Giesecke, Kay
;
Spiliopoulos, Konstantinos
;
Sowers, R. B.
; …
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 77-114
Persistent link: https://www.econbiz.de/10011347245
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