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Local risk-minimization under illiquidity and consistent specification of credit migration models
Local risk-minimization under illiquidity and consistent specification of credit migration models
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Christodoulou, Panagiotis
2020
English
Universitätsbibliothek der Ludwig-Maximilians-Universität München
Christodoulou, Panagiotis (2020): Local risk-minimization under illiquidity and consistent specification of credit migration models. Dissertation, LMU München: Faculty of Mathematics, Computer Science and Statistics
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