Pricing credit default swap with nonlinear dependence
Year of publication: |
2011
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Authors: | Shieh, Shwu-Jane ; Lin, Chih-Yung |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 21.2011, 4, p. 261-270
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