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Correlated default models driven by a multivariate regime-switching shot noise process
Dong, Yinghui
;
Wang, Guojing
;
Yuen, Kam Chuen
- In:
IMA journal of management mathematics
29
(
2018
)
4
,
pp. 351-375
Persistent link: https://www.econbiz.de/10011974883
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