Statistical inference of default probability in credit risk models

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Institute of Applied Mathematics and Center of Statistics, Academy of Mathematics and Systems Science, Chinese Acad. of Sci., Beijing 100190, China [1 ]
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Xitong Gongcheng Lilum yu Shijian | 2008年 / 8卷 / 206-214期
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10.1016/s1874-8651(09)60036-3
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