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Please use this identifier to cite or link to this item: http://publications.jrc.ec.europa.eu/repository/handle/111111111/8532

Title: Jumps in Intensity Models: Investigating the Performance of Ornstein-Uhlenbeck Processes in Credit Risk Modeling
Authors: CARIBONI Jessica
Citation: METRIKA vol. 69 no. 2-3 p. 173-198
Publication Year: 2009
JRC Publication N°: JRC50144
ISSN: 0026-1335
URI: http://publications.jrc.ec.europa.eu/repository/handle/111111111/8532
DOI: 10.1007/s00184-008-0213-4
Type: Articles in Journals
Appears in Collections:Institute for the Protection and Security of the Citizen

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