Terra Cognita

Credit risk - A structural model with jumps and correlations

Licence unknown link only — licence forbids redistribution arxiv 2007

Rudi Sch\"afer, Markus Sj\"olin, Andreas Sundin, Michal Wolanski, Thomas Guhr

arXiv preprint (q-fin.RM, cond-mat.stat-mech, physics.soc-ph).

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