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"Default times, no-arbitrage conditions and changes of probability measures."

Delia Coculescu, Monique Jeanblanc, Ashkan Nikeghbali (2012)

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DOI: 10.1007/S00780-011-0170-Z

access: closed

type: Journal Article

metadata version: 2024-10-06

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Delia Coculescu, Monique Jeanblanc, Ashkan Nikeghbali:
Default times, no-arbitrage conditions and changes of probability measures. Finance Stochastics 16(3): 513-535 (2012)

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