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Exact matches for:
- Author = Gapeev PB
1.
Gapeev PB, Jeanblanc M, Li L, Rutkowski M
Pavel B Gapeev, Monique Jeanblanc, Libo Li and Marek Rutkowski:
Constructing random times with given survival processes and applications to valuation of credit derivatives,
Contemporary quantitative finance,
Springer,
Berlin,
(2010),
423.
ISBN 978-3-642-03479-4.
Number of matches: 1 |