@article{defaultabletermstructuresdrivenby,
  title = {Defaultable term structures driven by semimartingales},
  author = {Sandrine Gümbel and Thorsten Schmidt},
  year = {2021},
  eprint = {2103.01577},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2103.01577v2},
}