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~subject:"Kreditrisiko"
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Kreditrisiko
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Sircar, Kaushik Ronnie
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Fouque, Jean-Pierre
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Papageorgiou, E.
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Papageorgiou, Evan
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Sølna, Knut
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Applied mathematical finance
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Multiscale intensity models and name grouping for valuation of multi-name credit derivatives
Papageorgiou, Evan
;
Sircar, Kaushik Ronnie
- In:
Applied mathematical finance
16
(
2009
)
3/4
,
pp. 353-383
Persistent link: https://www.econbiz.de/10003916203
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2
Stochastic volatility effects on defaultable bonds
Fouque, Jean-Pierre
;
Sircar, Kaushik Ronnie
;
Sølna, Knut
- In:
Applied mathematical finance
13
(
2006
)
3
,
pp. 215-244
Persistent link: https://www.econbiz.de/10003383651
Saved in:
3
Multiscale intensity models for single name credit derivatives
Papageorgiou, E.
;
Sircar, Kaushik Ronnie
- In:
Applied mathematical finance
15
(
2008
)
1/2
,
pp. 73-105
Persistent link: https://www.econbiz.de/10003751113
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