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    Modeling the Dynamics of Credit Spreads with Stochastic Volatility
    13 years 11 months ago
    Modeling the Dynamics of Credit Spreads with Stochastic Volatility
    Download  neumann.hec.ca
    This paper investigates a two-factor affine model for the credit spreads on corporate bonds. The
    Kris Jacobs, Xiaofei Li
    claim paper
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