A MULTI-STATE VASICEK MODEL FOR CORRELATED DEFAULT RATE AND LOSS SEVERITY
Bachelor's
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Main Author: | YANG XIN |
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Other Authors: | MATHEMATICS |
Format: | Theses and Dissertations |
Published: |
2021
|
Online Access: | https://scholarbank.nus.edu.sg/handle/10635/203043 |
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Institution: | National University of Singapore |
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