Introducing and testing the Carr model of default
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Cites work
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- A jump-diffusion model for pricing corporate debt securities in a complex capital structure
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- THE RANGE OF TRADED OPTION PRICES
- Table of integrals, series, and products. Translated from the Russian. Translation edited and with a preface by Alan Jeffrey and Daniel Zwillinger. With one CD-ROM (Windows, Macintosh and UNIX)
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