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VALUATION OF CREDIT DEFAULT SWAPTIONS AND CREDIT DEFAULT INDEX SWAPTIONS
RUTKOWSKI, MAREK, ARMSTRONG, ANTHONYVolume:
12
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024909005579
Date:
November, 2009
File:
PDF, 332 KB
english, 2009