Estimating tranche spreads by loss process simulation-Reference-Cited by-同舟云学术

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Estimating tranche spreads by loss process simulation

Published:2007-12 Issue: Volume: Page:
ISSN:
Container-title:2007 Winter Simulation Conference
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Author:

Giesecke Kay,Kim Baeho

Publisher

IEEE

Link

http://xplorestaging.ieee.org/ielx5/4419575/4419576/04419693.pdf?arnumber=4419693

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