Modeling the Dynamics of Credit Spreads with Stochastic Volatility
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Publication:3117721
DOI10.1287/mnsc.1070.0841zbMath1232.91691OpenAlexW1594442759MaRDI QIDQ3117721
Publication date: 29 February 2012
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://cirano.qc.ca/files/publications/2003s-51.pdf
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