Characteristics and Constructions of Default Times

SIAM Journal on Financial Mathematics 2020 / 01 Vol. 11; Iss. 3

Characteristics and Constructions of Default Times

Jeanblanc, Monique, Li, Libo
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Volume:
11
Journal:
SIAM Journal on Financial Mathematics
DOI:
10.1137/19M1274912
Date:
January, 2020
File:
PDF, 484 KB
2020
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