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2004 | ||
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2 | EE | Menghui Cao, William J. Morokoff: Portfolio Credit Risk Analysis Involving CDO Tranches. Winter Simulation Conference 2004: 1628- |
1 | EE | Menghui Cao, William J. Morokoff: Calibrating Credit Portfolio Loss Distributions. Winter Simulation Conference 2004: 1661- |
1 | William J. Morokoff | [1] [2] |