Credit derivatives in an affine framework
Year of publication: |
2007
|
---|---|
Authors: | Chen, Li ; Filipović, Damir |
Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 14.2007, 1/2, p. 123-140
|
Subject: | Derivat | Derivative | Kreditrisiko | Credit risk | Theorie | Theory |
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