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SUMMARY:A Structural Model of Portfolio Default Risk with Stochastic Time 
 - Seung Yang\, Cambridge University
DTSTART:20080513T160000Z
DTEND:20080513T170000Z
UID:TALK11976@talks.cam.ac.uk
CONTACT:Eva Gottschalk
DESCRIPTION:Abstract not available
LOCATION:Winstanley Lecture Hall\, Trinity College
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