Structural credit risk modelling with Hawkes jump diffusion processes
2016 ◽
Vol 303
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pp. 69-80
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Keyword(s):
2021 ◽
Vol 381
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pp. 113037
Keyword(s):
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2019 ◽
Vol 35
(2)
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pp. 305-318
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2007 ◽
Vol 41
(1)
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pp. 62-70
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2003 ◽
Vol 75
(4)
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pp. 259-274
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