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~isPartOf:"The journal of fixed income"
~person:"Hoerova, Marie"
~person:"Jarrow, Robert A."
~subject:"Derivat"
~subject:"Kreditsicherung"
~subject:"Risk measure"
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Synthetic CDO equity : short or long correlation risk?
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
The journal of fixed income
17
(
2007
)
4
,
pp. 31-41
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