Modeling portfolio loss distribution under infectious defaults and immunization

Fuente: arXiv

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Bibliographic Details
Main Authors:	Torri, Gabriele, Giacometti, Rosella, Farina, Gianluca
Format:	Preprint
Published:	2025
Subjects:	Pricing of Securities
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2503.03306