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PDE models for the pricing of a defaultable coupon-bearing bond under an extended JDCEV model

María del Carmen Calvo-Garrido, Sidi Diop, Andrea Pascucci, Carlos Vázquez 0002. PDE models for the pricing of a defaultable coupon-bearing bond under an extended JDCEV model. Commun. Nonlinear Sci. Numer. Simul., 102:105914, 2021. [doi]

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