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~isPartOf:"The European journal of finance"
~language:"eng"
~person:"Hainaut, Donatien"
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A structural model for credit risk with switching processes and synchronous jumps
Hainaut, Donatien
;
Colwell, David B.
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 1040-1062
Persistent link: https://www.econbiz.de/10011715297
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