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At-the-Money Overvaluation of Black's but Undervaluation of GC European Futures Put Values in Terms of Johnson's Ones
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Beyong Basel-2 simplified standardized approach : credit risk valuation of short-term loan commitments
Chateau, Jean-Pierre D.
- In:
International review of financial analysis
16
(
2007
)
5
,
pp. 412-433
Persistent link: https://www.econbiz.de/10003612960
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