Cite
HARVARD Citation
Gaygısız, E. et al. (2022). Investigating the effects of illiquidity on credit risks via new liquidity augmented stochastic volatility jump diffusion model. Optimization. pp. 2421-2449. [Online].
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Gaygısız, E. et al. (2022). Investigating the effects of illiquidity on credit risks via new liquidity augmented stochastic volatility jump diffusion model. Optimization. pp. 2421-2449. [Online].