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MR3278037 91G20 (35C15 35Q91 91G40 91G50 91G80)
O, Hyong-Chol; Kim, Dong-Hyok; Jo, Jong-Jun; Ri, Song-Hun Integrals of higher binary options and defaultable bonds with discrete default information. Electron. J. Math. Anal. Appl. 2 (2014), no. 1, 190–214.
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