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"Optimal Design of Dynamic Default Risk Measures."

Leo Shen, Robert J. Elliott (2012)

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DOI: 10.1017/S002190020001281X

access: closed

type: Journal Article

metadata version: 2020-04-16

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Leo Shen, Robert J. Elliott:
Optimal Design of Dynamic Default Risk Measures. J. Appl. Probab. 49(4): 967-977 (2012)

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