Pricing credit default swaps under Lévy models
Year of publication: |
2007
|
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Authors: | Cariboni, Jessica ; Schoutens, Wim |
Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 10.2006/07, 4, p. 71-91
|
Subject: | Kreditderivat | Credit derivative | Kreditversicherung | Credit insurance |
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