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~isPartOf:"Credit risk models and management"
~person:"Jarrow, Robert A."
~person:"Weigt, Hannes"
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Credit risk models and management
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Pricing derivatives on financial securities subject to credit risk
Jarrow, Robert A.
;
Turnbull, Stuart M.
- In:
Credit risk models and management
,
(pp. 333-374)
.
2004
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