"Smooth Correlation Estimation with Application to Portfolio Credit Risk."

Rafael Weißbach, Bernd Rosenow (2004)

> Home

Details and statistics

DOI: 10.1007/3-540-28084-7_55

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-23

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - conf/gfkl/WeissbachR04
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/conf/gfkl/WeissbachR04
Rafael Weißbach, Bernd Rosenow:
Smooth Correlation Estimation with Application to Portfolio Credit Risk. GfKl 2004: 474-481

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.