Valuing credit default swap in a non-homogeneous semi-Markovian rating based model (Q2642592)

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Valuing credit default swap in a non-homogeneous semi-Markovian rating based model
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    Valuing credit default swap in a non-homogeneous semi-Markovian rating based model (English)
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    17 August 2007
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    non-homogeneous semi-Markov processes
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    credit risk
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    stochastic recovery rate
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    default swap
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    reliability
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