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"Efficient solution of structural default models with correlated jumps and ..."

Andrey Itkin, Alexander Lipton (2015)

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DOI: 10.1080/00207160.2015.1071360

access: closed

type: Journal Article

metadata version: 2017-05-28

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Andrey Itkin, Alexander Lipton:
Efficient solution of structural default models with correlated jumps and mutual obligations. Int. J. Comput. Math. 92(12): 2380-2405 (2015)

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