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Credit risk—A structural model with jumps and correlations

✍ Scribed by Rudi Schäfer; Markus Sjölin; Andreas Sundin; Michal Wolanski; Thomas Guhr

Publisher: Elsevier Science
Year: 2007
Tongue: English
Weight: 841 KB
Volume: 383
Category: Article
ISSN: 0378-4371
DOI: 10.1016/j.physa.2007.04.053

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