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The journal of derivatives : the official publication of the International Association of Financial Engineers
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In Innovations in Derivatives Markets, edited by Kathrin Glau, Zorana Grbac, Matthias Scherer, and Rudi Zagst, SpringerProceedings in Mathematics and Statistics, 2016: 171-189
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Explaining debt recovery using an endogenous bankruptcy model
Suo, Wulin
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Wang, Wei
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Zhang, Amber Qi
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The journal of fixed income
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2013
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pp. 114-131
Persistent link: https://www.econbiz.de/10010198640
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Forward rate volatilities, swap rate volatilities, and implementation of the LIBOR market model
Hull, John
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White, Alan
- In:
The journal of fixed income
10
(
2000
)
2
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pp. 46-62
Persistent link: https://www.econbiz.de/10001530342
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