Exploiting default probabilities in a structural model with nonconstant barrier
| Year of publication: |
2012
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|---|---|
| Authors: | Agosto, Arianna ; Moretto, Enrico |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 22.2012, 8 (1.4.), p. 667-680
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