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"Characteristics and Constructions of Default Times."

Monique Jeanblanc, Libo Li (2020)

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DOI: 10.1137/19M1274912

access: closed

type: Journal Article

metadata version: 2020-10-23

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Monique Jeanblanc, Libo Li:
Characteristics and Constructions of Default Times. SIAM J. Financial Math. 11(3): 720-749 (2020)

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