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Article Dans Une Revue Stochastic Processes and their Applications Année : 2018

General dynamic term structures under default risk

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hal-03944391 , version 1 (18-01-2023)

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Claudio Fontana, Thorsten Schmidt. General dynamic term structures under default risk. Stochastic Processes and their Applications, 2018, 128 (10), pp.3353-3386. ⟨10.1016/j.spa.2017.11.003⟩. ⟨hal-03944391⟩
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