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scientific article
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scientific article

    Statements

    author
    Lele Wang
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    Baojun Bian
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    Lin Li
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    publication date
    19 July 2011
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    zbMATH Keywords
    credit default swap
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    transition matrix
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    recovery vector
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    system of ordinary differential equations
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    Identifiers

    Mathematics Subject Classification ID
    91G40
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    91G20
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    91B30
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    zbMATH DE Number
    5926254
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