| Original language | English |
|---|---|
| Journal | Risk |
| Publication status | Published - 2007 |
CDO calibration with the dynamical Generalized Poisson Loss model
Damiano Brigo, A Pallavicini, R Torresetti
Research output: Contribution to journal › Article › peer-review
Damiano Brigo, A Pallavicini, R Torresetti
Research output: Contribution to journal › Article › peer-review
| Original language | English |
|---|---|
| Journal | Risk |
| Publication status | Published - 2007 |