Credit risk measures and the estimation error in the ASRF model under the Basel II IRB approach
| Autor: | Casellina, Simone, Landini, Simone, Uberti, Mariacristina |
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| Zdroj: | In Communications in Nonlinear Science and Numerical Simulation April 2023 118 |
| Databáze: | ScienceDirect |
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