The Valuation of Default-Triggered Credit Derivatives
Year of publication: |
2003
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Authors: | Chen, Ren-Raw ; Sopranzetti, Ben J. |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 2194065. - Vol. 38.2003, 2, p. 359-382
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