Multiscale Intensity Models and Name Grouping for Valuation of Multi-Name Credit Derivatives
| Year of publication: |
2009
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|---|---|
| Authors: | Papageorgiou, Evan ; Sircar, Ronnie |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 16.2009, 4, p. 353
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