MODELLING THE BID AND ASK PRICES OF ILLIQUID CDSs
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Publication:4649508
DOI10.1142/S0219024912500458zbMath1262.91108arXiv1403.1509OpenAlexW2163564152MaRDI QIDQ4649508
Publication date: 22 November 2012
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1403.1509
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