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~person:"Aguilar, Jean-Philippe"
~person:"Korbel, Jan"
~subject:"Kreditrisiko"
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A structural approach to default modelling with pure jump processes
Aguilar, Jean-Philippe
;
Pesci, Nicolas
;
James, Victor
- In:
Applied mathematical finance
28
(
2021
)
1
,
pp. 48-78
Persistent link: https://www.econbiz.de/10012625981
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