Pricing and Hedging of Contingent Credit Lines

Pricing and Hedging of Contingent Credit Lines

Loukoianova, Elena, Neftci, Salih N, Sharma, Sunil
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Volume:
14
Language:
english
Journal:
The Journal of Derivatives
DOI:
10.3905/jod.2007.681814
Date:
January, 2007
File:
PDF, 1.53 MB
english, 2007
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