Discrete credit barrier models
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Publication:5711163
DOI10.1080/14697680500148943zbMath1134.91393MaRDI QIDQ5711163
Claudio Albanese, Oliver X. Chen
Publication date: 9 December 2005
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697680500148943
93E03: Stochastic systems in control theory (general)
91B74: Economic models of real-world systems (e.g., electricity markets, etc.)
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