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"Default probabilities of a holding company, with complete and partial ..."
Donatien Hainaut, Griselda Deelstra (2014)
- Donatien Hainaut, Griselda Deelstra:
Default probabilities of a holding company, with complete and partial information. J. Comput. Appl. Math. 271: 380-400 (2014)
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