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MM
MAM Mesters
2 records found
1
Authored
Computation of VaR and VaR contribution in the Vasicek portfolio credit loss model: a comparative study
Journal article (2007) -
X Huang
,
C.W. Oosterlee
,
MAM Mesters
Computation of VaR and VaR contribution in the Vasicek portfolio credit loss model: a comparative study
Journal article (2007) -
X Huang
,
C.W. Oosterlee
,
MAM Mesters
