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"Time-consistent evaluation of credit risk with contagion."

John-John Ketelbuters, Donatien Hainaut (2022)

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DOI: 10.1016/J.CAM.2021.113848

access: closed

type: Journal Article

metadata version: 2021-12-15

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John-John Ketelbuters, Donatien Hainaut:
Time-consistent evaluation of credit risk with contagion. J. Comput. Appl. Math. 403: 113848 (2022)

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