The Oxford Handbook of Credit Derivatives
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TOMASZ R. BIELECKI, STÉPHANE CRÉPEY AND ALEXANDER
HERBERTSSON ... or Lopatin and Misirpashaev (2007), for other models, and
more specifically to Frey and Backhaus (2004), Bielecki, Crépey, and Jeanblanc (
2008), Bielecki, ...