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~isPartOf:"Journal of empirical finance"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~person:"Schlögl, Erik"
~subject:"Markov-Kette"
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Journal of empirical finance
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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A Markovian defaultable term structure model with state dependent volatilities
Chiarella, Carl
;
Schlögl, Erik
;
Nikitopoulos, Christina
-
2004
Persistent link: https://www.econbiz.de/10002431669
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