Valuing credit default swap in a non-homogeneous semi-Markovian rating based model
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Publication:2642592
DOI10.1007/s10614-006-9080-0zbMath1161.91386OpenAlexW1982289974MaRDI QIDQ2642592
Jacques Janssen, Raimondo Manca, Guglielmo D'Amico
Publication date: 17 August 2007
Published in: Computational Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10614-006-9080-0
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Cites Work
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