Swap Pricing with Two-Sided Default Risk in a Rating-Based Model * (Q4526192)
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scientific article; zbMATH DE number 1553362
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| English | Swap Pricing with Two-Sided Default Risk in a Rating-Based Model * |
scientific article; zbMATH DE number 1553362 |
Statements
Swap Pricing with Two-Sided Default Risk in a Rating-Based Model * (English)
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26 April 2001
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Special issue
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Computational finance
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Symposium
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