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Year : 2010
Pierre Del Moral : Connect in order to contact the contributor
https://inria.hal.science/inria-00537891
Submitted on : Friday, November 19, 2010-4:02:54 PM
Last modification on : Wednesday, September 6, 2023-10:42:10 AM
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- HAL Id : inria-00537891 , version 1
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Pierre del Moral, Frédéric Patras. Interacting path systems for credit portfolio risk analysis. D. Brigo, T. Bielecki, F. Patras. Recent advancements in the theory and practice of credit derivatives, Bloomberg Press, 2010. ⟨inria-00537891⟩
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