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~person:"Herbertsson, Alexander"
~subject:"Black-Scholes model"
~subject:"Numerical analysis"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatzsammlung"
~type_genre:"Lehrbuch"
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Pricing k-th-to-default swaps ander default contagion : the matrix-analytic approach
Herbertsson, Alexander
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contributor
); …
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2007
Persistent link: https://www.econbiz.de/10003571927
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Pricing synthetic CDO tranches in a model with default contagion using the matrix-analytic approach
Herbertsson, Alexander
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)
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2007
Persistent link: https://www.econbiz.de/10003571937
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Modelling default contagion using multivariate phase-type distributions
Herbertsson, Alexander
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contributor
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2007
Persistent link: https://www.econbiz.de/10003571939
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