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"Default Clustering in Large Pools: Large Deviations."

Konstantinos Spiliopoulos, Richard B. Sowers (2015)

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DOI: 10.1137/130944060

access: closed

type: Journal Article

metadata version: 2017-05-17

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Konstantinos Spiliopoulos, Richard B. Sowers:
Default Clustering in Large Pools: Large Deviations. SIAM J. Financial Math. 6(1): 86-116 (2015)

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