Multi-Scale Time-Changed Birth Processes for Pricing Multi-Name Credit Derivatives
Year of publication: |
2009
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Authors: | Bayraktar, Erhan ; Yang, Bo |
Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 16.2009, 5, p. 429
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