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DEFAULTABLE OPTIONS IN A MARKOVIAN INTENSITY MODEL OF CREDIT RISK
Bielecki, Tomasz R., (2008)
Multiple Ratings Model of Defaultable Term Structure
Bielecki, Tomasz R., (2000)
Valuation and hedging of OTC contracts with funding costs, collateralization and counterparty credit risk: Part 1
Bielecki, Tomasz R., (2013)