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Default Times, No-Arbitrage Conditions and Changes of Probability Measures

Finance and Stochastics - Germany
doi 10.1007/s00780-011-0170-z
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Abstract

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Categories
UncertaintyStatisticsFinanceProbability
Date

February 10, 2012

Authors
Delia CoculescuMonique JeanblancAshkan Nikeghbali
Publisher

Springer Science and Business Media LLC


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