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Working paper / National Bureau of Economic Research, Inc.
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Handbook of heavy tailed distributions in finance
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Valuing credit derivatives
Longstaff, Francis A.
- In:
The journal of fixed income
5
(
1995
)
1
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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
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pp. 7-14
Persistent link: https://www.econbiz.de/10001149258
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