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A Markov Copula model of portfolio credit risk with stochastic intensities and Random recoveries
Bielecki, Tomasz R.
;
Cousin, Areski
;
Crépy, Stéphane
; …
-
2012
Persistent link: https://www.econbiz.de/10009630172
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Citrus market access and maintenance : (follows CT05021 )
Chown, Mark
(
contributor
);
Damiani, Judith
(
contributor
)
-
2010
Persistent link: https://www.econbiz.de/10008773429
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