Credit Correlation (Life After Copulas) || PRICING AND...

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Credit Correlation (Life After Copulas) || PRICING AND HEDGING IN A DYNAMIC CREDIT MODEL

Lipton, Alexander, Rennie, Andrew
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Volume:
10.1142/65
Year:
2007
Language:
english
DOI:
10.1142/9789812709509_0006
File:
PDF, 324 KB
english, 2007
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