Pricing Equity Default Swaps under an approximation to the CGMY L\'{e}% vy Model (Q6207526)

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scientific article; zbMATH DE number 900046818
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    Pricing Equity Default Swaps under an approximation to the CGMY L\'{e}% vy Model
    scientific article; zbMATH DE number 900046818

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      18 November 2007
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