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Valuing credit derivatives
Longstaff, Francis A.
- In:
The journal of fixed income
5
(
1995
)
1
,
pp. 6-12
Persistent link: https://www.econbiz.de/10001213254
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Implementation of the Longstaff-Schwartz interest rate model
Longstaff, Francis A.
- In:
The journal of fixed income
3
(
1993
)
2
,
pp. 7-14
Persistent link: https://www.econbiz.de/10001149258
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Valuing Credit Derivatives
Longstaff, Francis A.
;
Schwartz, Eduardo S.
- In:
The journal of fixed income
5
(
1995
)
1
,
pp. 6-14
Persistent link: https://www.econbiz.de/10007333764
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Comments on "A Note on Parameter Estimation in the Two-Factor Longstaff and Schwartz Interest Rate Model"
Longstaff, Francis A.
;
Schwartz, Eduardo S.
- In:
The journal of fixed income
3
(
1994
)
4
,
pp. 101
Persistent link: https://www.econbiz.de/10007214318
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