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Schonbucher, P.J. (1997) "Term structure modelling of defaultable bonds." Working paper, London School of Economics.

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This paper is cited in the following contexts:
Probabilistic Aspects of Default Risk Modeling - Bielecki, Rutkowski (1998)   (1 citation)  (Correct)

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Schonbucher, P.J. (1997) "Term structure modelling of defaultable bonds." Working paper, London School of Economics.


Credit Risk Modelling: Intensity Based Approach - Bielecki, Rutkowski   (Correct)

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SC2 Schonbucher, P.J. (1998) "Term structure modelling of defaultable bonds." Review of Derivatives Research 2, 161--192.


On the Pricing of Credit Spread Options: a Two Factor.. - Garcia, Van Ginderen.. (2001)   (Correct)

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Schonbucher P., Term Structure Modelling of Defaultable Bonds, The Review of Derivatives Studies, Special Issue: Credit Risk, 2 (2/3):161-192, 1998.


A Tree Implementation of a Credit Spread Model for Credit.. - Schönbucher   (Correct)

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Philipp J. Schonbucher. Term structure modelling of defaultable bonds. The Review of Derivatives Studies, Special Issue: Credit Risk, 2(2/3):161--192, 1998.


How to Explain a Corporate Credit Spread - Borkovec, Szimayer   (Correct)

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Schonbucher, P.J. (1998) Term structure modelling of defaultable bonds. In: Review of Derivatives Research 2, pp. 161--192.

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