A dimension reduction approach for loss valuation in credit risk modelling

Fuente: arXiv

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Bibliographic Details
Main Authors:	He, Jian, Khedher, Asma, Spreij, Peter
Format:	Preprint
Published:	2023
Subjects:	Computational Engineering, Finance, and Science Computation 62P05, 91G40
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2401.00085