A Generalized Intensity-Based Framework for Single-Name Credit Risk
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Publication:4689912
DOI10.1007/978-3-319-33446-2_13zbMath1398.91641arXiv1512.03896OpenAlexW2202007666MaRDI QIDQ4689912
Thorsten Schmidt, Frank Gehmlich
Publication date: 22 October 2018
Published in: Innovations in Derivatives Markets (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1512.03896
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