A spread-based model for the valuation of credit derivatives with correlated defaults and counter-party risks
Chuang-Chang Chang and Yu Jih-Chieh
Year of publication: |
2007
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Authors: | Chang, Chuang-Chang ; Yu, Jih-Chieh |
Published in: |
Research in finance. - Bingley [u.a.] : Emerald JAI, ISSN 0196-3821, ZDB-ID 4476621. - Vol. 23.2006, p. 193-220
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