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Default probabilities of a holding company, with complete and partial information

Bibliographic reference Hainaut, Donatien ; Deelstra, Griselda. Default probabilities of a holding company, with complete and partial information. In: Journal of Computational and Applied Mathematics, Vol. 271, no.0, p. 380-400 (2014)
Permanent URL http://hdl.handle.net/2078/185388