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Jump to: 2019 | 2012
Number of items: 2.

2019

Nagl, Maximilian, Pfeuffer, Marius, Fischer, Matthias and Rösch, Daniel (2019) Parameter Estimation, Bias Correction and Uncertainty Quantification in the Vasicek Credit Portfolio Model. Journal of Risk. (In Press) Fulltext not available.

2012

Dorfleitner, Gregor, Fischer, Matthias and Geidosch, Marco (2012) Specification risk and calibration effects of a multi-factor credit portfolio model. Journal of Fixed Income 22 (1), pp. 7-24. Fulltext not available.

This list was generated on Sun Feb 23 00:23:20 2020 CET.
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