Swap Pricing with Two-Sided Default Risk in a Rating-Based Model *
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Publication:4526194
DOI10.1023/A:1009845829179zbMath0960.91027MaRDI QIDQ4526194
Publication date: 11 May 2001
Published in: Review of Finance (Search for Journal in Brave)
91B24: Microeconomic theory (price theory and economic markets)
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