Multiple Ratings Model of Defaultable Term Structure
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Publication:2707138
DOI10.1111/1467-9965.00085zbMath1074.91543OpenAlexW1997955876MaRDI QIDQ2707138
Marek Rutkowski, Tomasz R. Bielecki
Publication date: 29 March 2001
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9965.00085
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