Pricing options with credit risk in a reduced form model

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Publication:457616

DOI10.1016/j.jkss.2012.01.006zbMath1296.91269OpenAlexW2029675411MaRDI QIDQ457616

Xiaonan Su, Wen Sheng Wang

Publication date: 29 September 2014

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2012.01.006



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