@article {2226,
	title = {Large Portfolio Asymptotics for Loss From Default},
	journal = {Mathematical Finance},
	volume = {25},
	year = {2015},
	pages = {77-114},
	author = {Giesecke, Kay and Spiliopoulos, Konstantinos and Sowers, Richard B. and Sirignano, Justin A.}
}
