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Beyond Mean-Variance : Portfol...
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CREDIT RISK DERIVATIVES
Ranjan Das, Sanjiv
- In:
The journal of derivatives : the official publication …
2
(
1995
)
3
,
pp. 7-23
Persistent link: https://www.econbiz.de/10005997295
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452
A Discrete-Time Approach to Arbitrage-Free Pricing of Credit Derivatives
Ranjan Das, Sanjiv
;
Sundaram, Rangarajan K.
- In:
Management science : journal of the Institute for …
46
(
2000
)
1
,
pp. 46-62
Persistent link: https://www.econbiz.de/10006094615
Saved in:
453
AUCTION THEORY: A SUMMARY WITH APPLICATIONS TO TREASURY MARKETS
Ranjan Das, Sanjiv
;
Sundararn, Rangarajan K.
-
1997
Persistent link: https://www.econbiz.de/10006999840
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