A MARKOVIAN DEFAULTABLE TERM STRUCTURE MODEL WITH STATE DEPENDENT VOLATILITIES

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Publication:3444869

DOI10.1142/S0219024907004147zbMath1291.91220OpenAlexW3122072061MaRDI QIDQ3444869

Erik Schlögl, Carl Chiarella, Christina Nikitopoulos Sklibosios

Publication date: 5 June 2007

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219024907004147




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