The pricing of defaultable bonds under a regime-switching jump-diffusion model with stochastic default barrier
2018 ◽
Vol 48
(9)
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pp. 2185-2205
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2018 ◽
Vol 19
(3)
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pp. 613-640
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2016 ◽
Vol 294
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pp. 177-195
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2018 ◽
Vol 134
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pp. 81-104
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2015 ◽
Vol 22
(10)
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pp. 887-908
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2008 ◽
Vol 2008
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pp. 1-30
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2013 ◽
Vol 83
(1)
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pp. 373-381
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2019 ◽
Vol 20
(5)
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pp. 451-459
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2017 ◽
Vol 179
(2)
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pp. 696-721
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