An extended CreditRisk+ framework for portfolio credit risk management

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Bibliographic Details
Published in:Journal of credit risk 2008-12, Vol.4 (4), p.63-80
Main Authors: Han, Chulwoo, Kang, Jangkoo
Format: Article
Language:English
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ISSN:1744-6619
1744-6619
DOI:10.21314/JCR.2008.080