A simple model for credit migration and spread curves
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Publication:2488476
DOI10.1007/s00780-004-0140-9zbMath1088.60082OpenAlexW2108793399MaRDI QIDQ2488476
Publication date: 24 May 2006
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://infoscience.epfl.ch/record/148511/files/A%20Simple%20Model.pdf
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