A TRACTABLE MULTIVARIATE DEFAULT MODEL BASED ON A STOCHASTIC TIME-CHANGE
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Publication:5324402
DOI10.1142/S0219024909005208zbMath1185.91164OpenAlexW2009864312MaRDI QIDQ5324402
Matthias Scherer, Jan-Frederik Mai
Publication date: 3 August 2009
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219024909005208
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