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Capital Allocation for Credit Portfolios with Kernel Estimators
Author(s) -
Dirk Tasche
Publication year - 2007
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.953735
Subject(s) - estimator , kernel (algebra) , econometrics , economics , mathematics , computer science , statistics , combinatorics

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