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Bai, Y.F., Hu, X.H. and Ye, Z.X. (2007) A Model for Dependent Default with Hyperbolic Attenuation Effect and Valuation of Credit Default Swap. Applied Mathematics and Mechanics (English Edition), 28, 1643-1649.
http://dx.doi.org/10.1007/s10483-007-1211-9

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