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~isPartOf:"Credit risk models and management"
~person:"Capponi, Agostino"
~person:"Jarrow, Robert A."
~subject:"Collateral"
~subject:"Derivative"
~subject:"Incomplete information"
~subject:"Kreditsicherung"
~subject:"Risk measure"
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Pricing derivatives on financial securities subject to credit risk
Jarrow, Robert A.
;
Turnbull, Stuart M.
- In:
Credit risk models and management
,
(pp. 333-374)
.
2004
Persistent link: https://www.econbiz.de/10002432611
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