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@UNPUBLISHED{deng,
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YEAR = {2010}}
@article{gkmt,
AUTHOR = "Kay Giesecke and Hossein Kakavand and Mohammad Mousavi and Hideyuki Takada",
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AUTHOR = "Rene Carmona and Jean-Pierre Fouque and Douglas Vestal",
TITLE = {Interacting particle systems for the computation of rare credit portfolio losses},
journal = {Finance and Stochastics},
volume ={13},
number ={4},
pages ={613--633},
YEAR = {2009}}
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NOTE = {Working Paper, Columbia University},
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@article{carmona-crepey,
AUTHOR = "Ren{\'e} Carmona and St{\'e}phane Cr{\'e}pey",
TITLE = {Particle Methods for the Estimation of {Markovian} Credit Portfolio Loss Distributions},
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@ARTICLE{mcneil-wendin,
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AUTHOR = "Rama Cont and Andreea Minca",
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NOTE = {Working Paper, Columbia University},
YEAR = {2008}}
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YEAR = 2003,
VOLUME = {7},
PAGES = {1--27}}
@ARTICLE{ogata2,
AUTHOR = "Yosihiko Ogata",
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YEAR = {1981}}
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YEAR = {2008}}
@article{graziano-rogers,
AUTHOR = "Giuseppe {di Graziano} and Chris Rogers",
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pages = {45--62},
YEAR = {2009}}
@article{dehs,
AUTHOR = "Darrell Duffie and Andreas Eckner and Guillaume Horel and Leandro Saita",
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journal = {Journal of Finance},
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YEAR = {2009}}
@UNPUBLISHED{berndt-douglas-duffie-ferguson-schranz,
AUTHOR = "Antje Berndt and Rohan Douglas and Darrell Duffie and Mark Ferguson and David Schranz",
TITLE = {Measuring default risk premia from default swap rates and {EDFs}},
NOTE = {Working Paper, Stanford University},
YEAR = {2005}}
@ARTICLE{duffie-saita-wang,
AUTHOR = "Darrell Duffie and Leandro Saita and Ke Wang",
TITLE = {Multi-period corporate default prediction with stochastic covariates},
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YEAR = 2006,
VOLUME = {83},
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