Applying a three-factor defaultable term structure model to the pricing of credit default options
| Year of publication: |
2002
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|---|---|
| Authors: | Schmid, Bernd ; Kalemanova, Anna |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 11336225. - Vol. 11.2002, 2, p. 139-158
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