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Fitting default intensity models to market curves: a time change approach

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Bibliographic reference Mbaye, Cheikh ; Vrins, Frédéric. Fitting default intensity models to market curves: a time change approach.Quantitative Finance and Risk Analysis (QFRA) (Kos (Greece), du 26/06/2019 au 29/06/2019).
Permanent URL http://hdl.handle.net/2078.1/217900