A Numerical Method to Price Defaultable Bonds Based on the Madan and Unal Credit Risk Model (Q3395728)

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A Numerical Method to Price Defaultable Bonds Based on the Madan and Unal Credit Risk Model
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    A Numerical Method to Price Defaultable Bonds Based on the Madan and Unal Credit Risk Model (English)
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    13 September 2009
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    credit risk
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    defaultable bonds
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    asymptotic expansion
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