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scientific article; zbMATH DE number 1396448
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scientific article; zbMATH DE number 1396448

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    author
    Shigeo Kusuoka
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    publication date
    7 February 2000
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    zbMATH DE Number
    1396448
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    zbMATH Keywords
    mathematical finance
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    default risk
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    submartingale
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    hazard function
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    filtering model
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