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~subject:"Kreditderivat"
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Kreditderivat
Yield curve
4
Zinsstruktur
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Hao, Ruili
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Journal of mathematical finance
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Pricing loan CDS with
vasicek
interest
rate
under the contagious model
Liu, Yinglin
;
Hao, Ruili
;
Wang, Zuhua
- In:
Journal of mathematical finance
6
(
2016
)
3
,
pp. 416-430
Persistent link: https://www.econbiz.de/10011583536
Saved in:
2
Pricing credit default swap under fractional
Vasicek
interest
rate
model
Hao, Ruili
;
Liu, Yonghui
;
Wang, Shoubai
- In:
Journal of mathematical finance
4
(
2014
)
1
,
pp. 10-20
Persistent link: https://www.econbiz.de/10010422093
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