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Default risk in a market model, and . Journal of Banking & Finance, 24 (1-2): 301--327 (January 2000)Aspects of term structure modelling. Schriftenreihe Finanzmanagement Kovaÿéc, Hamburg, (2001)A square root interest rate model fitting discrete initial term structure data, and . Applied Mathematical Finance, 7 (3): 183--209 (2000)