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A model for dependent default with hyperbolic attenuation effect and valuation of credit default swap
白云芬;胡新华;叶中行
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BAI Yun-fen;HU Xin-hua;YE Zhong-xing
Applied Mathematics and Mechanics (English Edition) . 2007, (12): 1643 -1649 .  DOI: 10.1007/s10483-007-1211-9

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