General dynamic term structures under default risk

Stochastic Processes and their Applications 2017 / 11

General dynamic term structures under default risk

Fontana, Claudio, Schmidt, Thorsten
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Language:
english
Journal:
Stochastic Processes and their Applications
DOI:
10.1016/j.spa.2017.11.003
Date:
November, 2017
File:
PDF, 658 KB
english, 2017
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