Default clustering in large portfolios: Typical events
- 期刊名称The Annals of Applied Probability
- 作者Giesecke, Kay; Spiliopoulos, Konstantinos; Sowers, Richard B.
- 卷第23卷
- 期第1期
- 印刷ISSN1050-5164
- 文件大小348.65KB
- 发表时间2013-02
- DOI10.1214/12-AAP845
- 页码348-385
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