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Pricing synthetic collateralized debt obligations based on exponential approximations to the payoff function
Iscoe, Ian
;
Jackson, Ken
;
Kreinin, Alex
;
Ma, Xiofang
- In:
The journal of computational finance
16
(
2012/13
)
3
,
pp. 127-150
Persistent link: https://www.econbiz.de/10009740104
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