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Munich Personal RePEc Archive

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Number of items: 2.

B

Bouye, Eric and Durlleman, Valdo and Nikeghbali, Ashkan and Riboulet, Gaƫl and Roncalli, Thierry (2000): Copulas for finance.

F

Frachot, Antoine and Roncalli, Thierry and Salomon, Eric (2004): The Correlation Problem in Operational Risk. Published in: Operational Risk (May 2004)

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