A Jump-Diffusion Approach to Modeling Credit Risk and Valuing Defaultable Securities

A Jump-Diffusion Approach to Modeling Credit Risk and Valuing Defaultable Securities (1997)

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by Chunsheng Zhou

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@MISC{Zhou97ajump-diffusion,
    author = {Chunsheng Zhou},
    title = {A Jump-Diffusion Approach to Modeling Credit Risk and Valuing Defaultable Securities},
    year = {1997}
}

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