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Local intensity and its dynamics in multi-name credit derivatives modeling

Thesis (Ph. D.)--Rutgers University, 2010. / "Graduate Program in Mathematics." Includes bibliographical references (p. 85-86).

Identiferoai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/607521046
Date January 2010
CreatorsShi, Ming,
Source SetsOCLC
LanguageEnglish
Detected LanguageEnglish

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