AN IMPROVED APPROACH TO EVALUATE DEFAULT PROBABILITIES AND DEFAULT CORRELATIONS WITH CONSISTENCY.
| Autor: | LI, WEIPING1,2, KREHBIEL, TIM3 |
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| Zdroj: | International Journal of Theoretical & Applied Finance. Aug2016, Vol. 19 Issue 5, p-1. 29p. |
| Databáze: | Business Source Ultimate |
| Externí odkaz: |
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