PDE APPROACH TO THE VALUATION AND HEDGING OF BASKET CREDIT...

PDE APPROACH TO THE VALUATION AND HEDGING OF BASKET CREDIT DERIVATIVES

RUTKOWSKI, MAREK, YOUSIPH, KHAN
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Volume:
10
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024907004640
Date:
December, 2007
File:
PDF, 310 KB
english, 2007
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