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1 article related to "Gaussian Ornstein Uhlenbeck Processes"

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Articles

Original Research

Published on 02 Dec 2016

Disentangling the Information Content of Government Bonds and Credit Default Swaps: An Empirical Analysis on Sovereigns and Banks

in Mathematical Finance

Michele L. Bianchi
Marco Rocco

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2016.00022

5,313 views
2 citations