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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| English | A Model for Counterparty Risk with Geometric Attenuation Effect and the Valuation of CDS |
scientific article; zbMATH DE number 900045858 |
Statements
22 June 2007
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q-fin.RM
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math.PR
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