On Models of Default Risk

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Publication:2707142


DOI10.1111/1467-9965.00088zbMath1042.91038WikidataQ101579996 ScholiaQ101579996MaRDI QIDQ2707142

Marc Yor, Robert J. Elliott, Monique Jeanblanc-Picqué

Publication date: 29 March 2001

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9965.00088


60G99: Stochastic processes

91G40: Credit risk


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