2024-03-28T20:27:52Z
https://oai.zbmath.org/v1/
oai:zbmath.org:6916997
2018-08-13T13:31:08Z
62
65
91
Boudreault, Mathieu; Gauthier, Geneviève; Thomassin, Tommy
2015
6916997
English
Elsevier, Amsterdam
https://zbmath.org/06916997
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J. Econ. Dyn. Control 61, 334-349 (2015).
91G40; 62P05; 65C60; 91G60
Estimation of correlations in portfolio credit risk models based on noisy security prices
j