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Q3160512 - MaRDI portal

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scientific article
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scientific article

    Statements

    author
    Andrew E. B. Lim
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    Xun Yu Zhou
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    publication date
    9 February 2005
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    zbMATH Keywords
    duality
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    default risk
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    jump-diffusion processes
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    bankruptcy
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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    34F05
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    60J75
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    zbMATH DE Number
    2133120
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