Risk management in credit risk portfolios with correlated assets
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- Ballestra, Luca Vincenzo & Pacelli, Graziella, 2014. "Valuing risky debt: A new model combining structural information with the reduced-form approach," Insurance: Mathematics and Economics, Elsevier, vol. 55(C), pages 261-271.
- Tabak, Benjamin M. & Luduvice, André Victor D. & Cajueiro, Daniel O., 2011.
"Modeling default probabilities: The case of Brazil,"
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- Benjamin M. Tabak & Daniel O. Cajueiro & A. Luduvice, 2011. "Modeling Default Probabilities: the case of Brazil," Working Papers Series 232, Central Bank of Brazil, Research Department.
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