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~person:"Ehrhardt, Matthias"
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Search: subject_exact:"CDS (Credit Default Swap)"
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Ehrhardt, Matthias
Tang, Dragon Yongjun
35
Scheicher, Martin
31
Gündüz, Yalın
24
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Subrahmanyam, Marti G.
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Lee, Jongsub
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Urban, Jörg
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Decisions in economics and finance : a journal of applied mathematics
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International journal of theoretical and applied finance
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The journal of credit risk : published quarterly by Incisive Media
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ECONIS (ZBW)
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Elliptical and archimedean copula models : an application to the price estimation of portfolio credit derivatives
Umeorah, Nneka
;
Mashele, Phillip
;
Ehrhardt, Matthias
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012519958
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2
Pricing basket default swaps using quasi-analytic techniques
Umeorah, Nneka
;
Mashele, Phillip
;
Ehrhardt, Matthias
- In:
Decisions in economics and finance : a journal of …
44
(
2021
)
1
,
pp. 241-267
Persistent link: https://www.econbiz.de/10012587841
Saved in:
3
Bilateral counterparty risk valuation of CDS contracts with simultaneous defaults
Teng, Long
;
Ehrhardt, Matthias
;
Günther, Michael
- In:
International journal of theoretical and applied finance
16
(
2013
)
7
,
pp. 1-20
Persistent link: https://www.econbiz.de/10010233305
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