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"A note on the calculation of default probabilities in "Structural credit ..."
Puneet Pasricha, Xiaoping Lu, Song-Ping Zhu (2021)
- Puneet Pasricha
, Xiaoping Lu
, Song-Ping Zhu
:
A note on the calculation of default probabilities in "Structural credit risk modeling with Hawkes jump-diffusion processes". J. Comput. Appl. Math. 381: 113037 (2021)
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