Pricing of swaps with default risk (Q375369)

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Pricing of swaps with default risk
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    title
    Pricing of swaps with default risk (English)
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    DOI
    10.1007/BF01531336
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    publication date
    30 October 2013
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    zbMATH DE Number
    6220922
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    zbMATH Keywords
    credit risk
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    interest rate swaps
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    currency swaps
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    contingent claim analysis
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    author
    Hai-Tao Li
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