%0 Journal Article %1 journals/fs/EhlersS09 %A Ehlers, Philippe %A Schönbucher, Philipp J. %D 2009 %J Finance and Stochastics %K dblp %N 1 %P 79-103 %T Background filtrations and canonical loss processes for top-down models of portfolio credit risk. %U http://dblp.uni-trier.de/db/journals/fs/fs13.html#EhlersS09 %V 13

@article{journals/fs/EhlersS09, added-at = {2013-10-23T00:00:00.000+0200}, author = {Ehlers, Philippe and Schönbucher, Philipp J.}, biburl = {https://www.bibsonomy.org/bibtex/2f9981d909160d8d1110ffe86180effc7/dblp}, ee = {http://dx.doi.org/10.1007/s00780-008-0080-x}, interhash = {e3a50be1287cbc93a1bf62f6031e5c09}, intrahash = {f9981d909160d8d1110ffe86180effc7}, journal = {Finance and Stochastics}, keywords = {dblp}, number = 1, pages = {79-103}, timestamp = {2013-10-24T11:34:50.000+0200}, title = {Background filtrations and canonical loss processes for top-down models of portfolio credit risk.}, url = {http://dblp.uni-trier.de/db/journals/fs/fs13.html#EhlersS09}, volume = 13, year = 2009 }