A Joint Analysis of the Term Structure of Credit Default Swap Spreads and the Implied Volatility Surface
| Year of publication: |
2013
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|---|---|
| Authors: | Da Fonseca, José ; Gottschalk, Katrin |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 33.2013, 6, p. 494-517
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