Interaction particle systems for the computation of rare credit portfolio losses

DOI10.1007/s00780-009-0098-8zbMath1199.91248OpenAlexW2126661632MaRDI QIDQ964695

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Publication date: 22 April 2010

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00780-009-0098-8

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