Valuation of <i>k</i>th-to-default credit-linked notes with counterparty risk in a reduced-form model (Q6106209)

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scientific article; zbMATH DE number 7702521
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Valuation of <i>k</i>th-to-default credit-linked notes with counterparty risk in a reduced-form model
scientific article; zbMATH DE number 7702521

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