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Dependent Default Modeling through Multivariate Generalized Cox Processes

Fuente: arXiv

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Bibliographic Details
Main Authors:	Gueye, Djibril, Quintos, Alejandra
Format:	Preprint
Published:	2025
Subjects:	Probability Mathematical Finance 60G40, 60G55, 91G40
Online Access:	Acceder al recurso
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