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1by Kiriliouk, Anna“... model for dependent defaults in credit risk is proposed, based on a maximum shock mechanism, providing...”
Published 2016
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Doctoral or Postdoctoral Thesis -
2by Kiriliouk, Anna“... model for dependent defaults in credit risk is proposed, based on a maximum shock mechanism, providing...”
Published 2016
Get access
Doctoral or Postdoctoral Thesis