On Portfolio's Default-Risk-Adjusted Duration and Value: Model and Algorithm Based on Copulas.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/conf/wine/LiCHS06
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2006
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On Portfolio's Default-Risk-Adjusted Duration and Value: Model and Algorithm Based on Copulas.
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On Portfolio's Default-Risk-Adjusted Duration and Value: Model and Algorithm Based on Copulas.
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