Valuing credit default swap in a non-homogeneous semi-Markovian rating based model
| Year of publication: |
2007
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|---|---|
| Authors: | D’Amico, Guglielmo ; Janssen, Jacques ; Manca, Raimondo |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 11420212. - Vol. 29.2007, 2, p. 119-138
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