Author:
Duffie Darrell,Horel Guillaume,Saita Leandro,Eckner Andreas
Cited by
29 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Bibliography;Modelling Single-name and Multi-name Credit Derivatives;2015-08-28
2. Default Correlation;Wiley StatsRef: Statistics Reference Online;2014-09-29
3. Portfolio Credit Risk: Top-Down versus Bottom-Up Approaches;Frontiers in Quantitative Finance;2012-01-03
4. References;Active Credit Portfolio Management in Practice;2011-11-29
5. Correlated intensity, counter party risks, and dependent mortalities;Insurance: Mathematics and Economics;2010-12