"Large portfolio losses."

Amir Dembo, Jean-Dominique Deuschel, Darrell Duffie (2004)

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DOI: 10.1007/S00780-003-0107-2

access: closed

type: Journal Article

metadata version: 2020-07-22

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Amir Dembo, Jean-Dominique Deuschel, Darrell Duffie:
Large portfolio losses. Finance Stochastics 8(1): 3-16 (2004)

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