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Pricing credit default swaps with option-implied volatility
Cao, Charles Q.
;
Yu, Fan
;
Zhong, Zhaodong
- In:
Financial analysts' journal : FAJ
67
(
2011
)
4
,
pp. 67-76
Persistent link: https://www.econbiz.de/10009272131
Saved in:
2
DERIVATIVES - Pricing Credit Default Swaps with Option-Implied Volatility
Cao, Charles
;
Yu, Fan
;
Zhong, Zhaodong
- In:
Financial analysts' journal : FAJ
67
(
2011
)
4
,
pp. 67-77
Persistent link: https://www.econbiz.de/10009257320
Saved in:
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