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Multi-Dimensional self exciting NBD process and Default portfolios. (arXiv:2205.14146v1 [q-fin.RM]) http://arxiv.org/abs/2205.14146
Multi-Dimensional self exciting NBD process and Default portfolios. (arXiv:2205.14146v1 [q-fin.RM]) http://arxiv.org/abs/2205.14146