NORTA for portfolio credit risk

Mohamed A. Ayadi, Hatem Ben Ameur, Nabil Channouf, Quang Khoi Tran. NORTA for portfolio credit risk. Annals OR, 281(1-2):99-119, 2019. [doi]

Authors

Mohamed A. Ayadi

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Hatem Ben Ameur

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Nabil Channouf

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Quang Khoi Tran

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