Pricing of Defaultable Securities under Stochastic Interest
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Publication:3528739
DOI10.1007/978-3-540-69532-5_14zbMath1153.91532OpenAlexW2127352226MaRDI QIDQ3528739
N. Kordzakhia, Alexander Novikov
Publication date: 17 October 2008
Published in: Mathematical Control Theory and Finance (Search for Journal in Brave)
Full work available at URL: https://www.uts.edu.au/sites/default/files/qfr-archive-02/QFR-rp193.pdf
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