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Bayesian inference for a structural credit risk model with stochastic volatility and stochastic interest rates
Rodriguez, Abel
;
Horst, Enrique ter
;
Malone, Samuel
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 839-867
Persistent link: https://www.econbiz.de/10011417815
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