VALUATION OF CREDIT DEFAULT SWAPTIONS AND CREDIT DEFAULT INDEX SWAPTIONS
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Publication:3655556
DOI10.1142/S0219024909005579zbMath1198.91222MaRDI QIDQ3655556
Marek Rutkowski, Anthony Armstrong
Publication date: 8 January 2010
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
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