Impact of Climate transition on Credit portfolio's loss with stochastic collateral

Fuente: arXiv

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Bibliographic Details
Main Author:	Sopgoui, Lionel
Format:	Preprint
Published:	2024
Subjects:	Risk Management Mathematical Finance 91G40, 91G20, 91G70
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2408.13266