Expected Shortfall Under a Model With Market and Credit Risks (Q5424406)
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scientific article; zbMATH DE number 5208471
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Expected Shortfall Under a Model With Market and Credit Risks |
scientific article; zbMATH DE number 5208471 |
Statements
Expected Shortfall Under a Model With Market and Credit Risks (English)
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5 November 2007
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