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Credit barrier models with jumps and state-dependent volatility

Event Risk November 06, 2002 - November 08, 2002

November 07, 2002 (10:45 AM PST - 11:25 AM PST)
Speaker(s): Claudio Albanese
Location: MSRI: Simons Auditorium
Primary Mathematics Subject Classification No Primary AMS MSC
Secondary Mathematics Subject Classification No Secondary AMS MSC
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