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dc.contributor.author
Ehlers, Philippe
dc.contributor.author
Schoenbucher, Philipp J.
dc.date.accessioned
2017-06-12T08:26:24Z
dc.date.available
2017-06-12T08:26:24Z
dc.date.issued
2009
dc.identifier.issn
0949-2984
dc.identifier.issn
1432-1122
dc.identifier.other
10.1007/s00780-008-0080-x
dc.identifier.uri
http://hdl.handle.net/20.500.11850/117945
dc.language.iso
en
dc.publisher
Springer
dc.subject
Credit risk
dc.subject
Default correlation
dc.subject
Point processes
dc.subject
Generalized Cox processes
dc.subject
Hypothesis H
dc.title
Background filtrations and canonical loss processes for top-down models of portfolio credit risk
dc.type
Journal Article
ethz.journal.title
Finance and Stochastics
ethz.journal.volume
13
ethz.journal.issue
1
ethz.journal.abbreviated
Finance stoch.
ethz.pages.start
79
ethz.pages.end
103
ethz.notes
.
ethz.identifier.wos
ethz.identifier.nebis
001712229
ethz.publication.place
Berlin
ethz.publication.status
published
ethz.date.deposited
2017-06-12T08:30:55Z
ethz.source
ECIT
ethz.identifier.importid
imp5936548364a7986021
ethz.ecitpid
pub:179875
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-12T21:50:20Z
ethz.rosetta.lastUpdated
2019-02-02T07:26:43Z
ethz.rosetta.versionExported
true
ethz.COinS
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