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Credit risk modeling with affine processes

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  • Duffie, Darrell

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  • Duffie, Darrell, 2005. "Credit risk modeling with affine processes," Journal of Banking & Finance, Elsevier, vol. 29(11), pages 2751-2802, November.
    • Handle: RePEc:eee:jbfina:v:29:y:2005:i:11:p:2751-2802
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