Valuation of a credit swap of the basket type
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Publication:375320
DOI10.1023/A:1009628513231zbMATH Open1274.91417OpenAlexW1497351691MaRDI QIDQ375320FDOQ375320
Authors: Masaaki Kijima 
Publication date: 29 October 2013
Published in: Review of Derivatives Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1009628513231
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