DEFAULTABLE DEBT PRICING IN MULTI-FACTOR MODELS
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Publication:3022087
DOI10.1142/S0219024902001742zbMath1107.91312MaRDI QIDQ3022087
Kian-Guan Lim, Shiwei Chang, Tsui Kai Chong
Publication date: 22 June 2005
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
91B24: Microeconomic theory (price theory and economic markets)
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