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Interbank credit risk modelling with self-exciting jump processes

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Bibliographic reference Njike Leunga, Charles Guy ; Hainaut, Donatien. Interbank credit risk modelling with self-exciting jump processes. In: International Journal of Theoretical and Applied Finance, Vol. 23, no.6, p. 2050039 (2020)
Permanent URL http://hdl.handle.net/2078.1/238375