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Counterparty risk for CDS with Markov-modulated intensity processes, with Dan Tang and Yuzhen Zhou, submitted to Finance and Stochastics . Reflected recovery term structure ...
LIAO Zhurong, ZHANG Shennu, WANG Jingyan (Department of Biology, Peking University)CHEN Yuzhen, ZHOU Shu (China Japan Friendship Institute of Clinical Medical Science); ...
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