Pricing constant-maturity credit default swaps under jum dynamics
Henrik Jönsson; Wim Schoutens
Year of publication: |
2009
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Authors: | Jönsson, Henrik ; Schoutens, Wim |
Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Incisive Media, ISSN 1744-6619, ZDB-ID 21704223. - Vol. 5.2009/10, 1, p. 75-95
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