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"A defaultable bond model with cyclical fluctuations in the spread process."

Tarik Bazgour, Federico Platania (2022)

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DOI: 10.1007/S10479-021-04471-9

access: closed

type: Journal Article

metadata version: 2022-06-28

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Tarik Bazgour, Federico Platania:
A defaultable bond model with cyclical fluctuations in the spread process. Ann. Oper. Res. 312(2): 647-672 (2022)

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