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Modelling default contagion using multivariate phase-type distributions

✍ Scribed by Alexander Herbertsson

Book ID: 106514082
Publisher: Springer US
Year: 2010
Tongue: English
Weight: 976 KB
Volume: 14
Category: Article
ISSN: 1380-6645
DOI: 10.1007/s11147-010-9052-3

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