APA (7th ed.) Citation

Deng, F., Vidyashankar, A. N., & Collamore, J. F. (2025). Sharp Large Deviations and Gibbs Conditioning for Threshold Models in Portfolio Credit Risk.

Chicago Style (17th ed.) Citation

Deng, Fengnan, Anand N. Vidyashankar, and Jeffrey F. Collamore. Sharp Large Deviations and Gibbs Conditioning for Threshold Models in Portfolio Credit Risk. 2025.

MLA (9th ed.) Citation

Deng, Fengnan, et al. Sharp Large Deviations and Gibbs Conditioning for Threshold Models in Portfolio Credit Risk. 2025.