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The Dispersion Bias., , and . SIAM J. Financial Math., 13 (2): 521-550 (2022)Affine Point Processes and Portfolio Credit Risk., , and . SIAM J. Financial Math., 1 (1): 642-665 (2010)Volatility of the short rate in the rational lognormal model.. Finance and Stochastics, 2 (2): 199-211 (1998)