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ADVANCES IN RISK MANAGEMENT, Chapter 6, pp. 107-131, Palgrave-MacMillan, Greg N. Gregoriou, ed., 2007
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Idiosyncratic risk, systematic risk and stochastic volatility : an implementation of Merton's credit risk valuation
Gatfaoui, Hayette
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Advances in risk management
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(pp. 107-131)
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2007
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