Compensator-based simulation of correlated defaults:
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Bibliographic Details
Main Author: Giesecke, Kay 1974- (Author)
Format: Book
Language:English
Published: Berlin Humboldt-Univ. 2002
Series:Discussion paper / Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse 2002,47
Physical Description:22 S. graph. Darst.

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