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MR2509232 (2010j:91193) 91Gxx (60J27 60K05 62P05 91B70)
Jakubowski, Jacek; Niewęgłowski, Mariusz Pricing bonds and CDS in the model with rating migration induced by a Cox process. Advances in mathematics of finance, 159–182, Banach Center Publ., 83, Polish Acad. Sci. Inst. Math., Warsaw, 2008.
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