A Model for Counterparty Risk with Geometric Attenuation Effect and the Valuation of CDS (Q6205987)

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scientific article; zbMATH DE number 900045858
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A Model for Counterparty Risk with Geometric Attenuation Effect and the Valuation of CDS
scientific article; zbMATH DE number 900045858

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    22 June 2007
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    q-fin.RM
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    math.PR
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