A Spread-Based Model for the Valuation of Credit Derivatives with Correlated Defaults and Counter-Party Risks (Q3434840)
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scientific article; zbMATH DE number 5149047
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| English | A Spread-Based Model for the Valuation of Credit Derivatives with Correlated Defaults and Counter-Party Risks |
scientific article; zbMATH DE number 5149047 |
Statements
A Spread-Based Model for the Valuation of Credit Derivatives with Correlated Defaults and Counter-Party Risks (English)
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3 May 2007
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0.8264884948730469
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0.8168980479240417
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0.8142217993736267
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0.8000137209892273
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0.8000137209892273
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