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~isPartOf:"Annals of economics and statistics"
~person:"Gouriéroux, Christian"
~subject:"Affine Process"
~subject:"Credit derivative"
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Spread term structure and default correlation
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 175-223
Persistent link: https://www.econbiz.de/10011592744
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