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"Credit risk model with contagious default dependencies affected by ..."
Hideyuki Takada, Ushio Sumita (2011)
- Hideyuki Takada, Ushio Sumita:
Credit risk model with contagious default dependencies affected by macro-economic condition. Eur. J. Oper. Res. 214(2): 365-379 (2011)
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