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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