Title: Global Sensitivity Analysis for Latent Factor Credit Risk Models.
Authors: BAUR DirkCARIBONI JessicaCAMPOLONGO Francesca
Citation: Journal of Banking and Finance vol. 24 p. 59-117
Publication Year: 2005
JRC Publication N°: JRC27254
URI: http://publications.jrc.ec.europa.eu/repository/handle/JRC27254
Type: Articles in Journals
Abstract: Abstract not available
JRC Institute:Institute for the Protection and Security of the Citizen

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