Credit Risk. Pricing, Measurement, and Management. Princeton University Press, 2003, Darrell Duffie and Kenneth J. Singleton

Paul Embrechts
2004 ASTIN Bulletin: The Journal of the International Actuarial Association  
doi:10.2143/ast.34.1.504966 fatcat:26oi6avj2jd2dcyao7ecoq3gge