Modeling the Dynamics of Credit Spreads with Stochastic Volatility
Year of publication: |
2008
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Authors: | Jacobs, Kris ; Li, Xiaofei |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md : INFORMS, ISSN 0025-1909, ZDB-ID 2063451. - Vol. 54.2008, 6, p. 1176-1188
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