A multi-factor, credit migration model for sovereign and corporate debts
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- Lopez, Jose A. & Saidenberg, Marc R., 2000.
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- Longstaff, Francis A & Schwartz, Eduardo S, 1995. " A Simple Approach to Valuing Risky Fixed and Floating Rate Debt," Journal of Finance, American Finance Association, vol. 50(3), pages 789-819, July.
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