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~isPartOf:"The journal of computational finance"
~person:"Fouque, Jean-Pierre"
~person:"Nguyen, Duy"
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Fouque, Jean-Pierre
Nguyen, Duy
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The journal of computational finance
European journal of operational research : EJOR
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Finance and stochastics
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International journal of theoretical and applied finance
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Annals of finance
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Applied mathematical finance
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Annals of Finance, Forthcoming
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Insurance / Mathematics & economics
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International journal of financial engineering
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Journal of economic dynamics & control
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Modeling correlated defaults : first passage model under stochastic volatility
Fouque, Jean-Pierre
;
Wignall, Brian C.
;
Zhou, Xianwen
- In:
The journal of computational finance
11
(
2007/08
)
3
,
pp. 43-78
Persistent link: https://www.econbiz.de/10003699972
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