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Dynamic Modeling of Portfolio Credit Risk with Common Shocks

By Université Lyon, Tom Bielecki, Areski Cousin, Stéphane Crépey and Er HerbertssonTom Bielecki, Areski Cousin, Stéphane Crépey and Er Herbertsson
Year: 2012
OAI identifier: oai:CiteSeerX.psu:10.1.1.352.9840
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