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isPartOf:"International journal of theoretical and applied finance"
~accessRights:"restricted"
~subject:"Credit insurance"
~subject:"Multivariate Verteilung"
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Multivariate Verteilung
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Brigo, Damiano
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Kim, Sung Ik
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Pede, Nicola
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International journal of theoretical and applied finance
Finance research letters
4
Discussion papers / CEPR
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Journal of financial economics
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SpringerLink / Bücher
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The North American journal of economics and finance : a journal of financial economics studies
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International review of financial analysis
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Journal of banking & finance
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Journal of international financial markets, institutions & money
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Review of derivatives research
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The journal of credit risk : published quarterly by Incisive Media
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The journal of financial market infrastructures
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The journal of real estate finance and economics
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Applied economics letters
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BestMasters
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Decisions in economics and finance : a journal of applied mathematics
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European journal of operational research : EJOR
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IMA journal of management mathematics
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International journal of economics, finance and management sciences : IJEFM
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International journal of finance & economics : IJFE
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International journal of financial engineering
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International journal of forecasting
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of econometrics
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Journal of economic development
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Journal of empirical finance
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Journal of financial stability
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Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
2
Multi-currency credit default swaps
Brigo, Damiano
;
Pede, Nicola
;
Petrelli, Andrea
- In:
International journal of theoretical and applied finance
22
(
2019
)
4
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012030890
Saved in:
3
Pricing-hedging duality for credit default swaps and the negative basis arbitrage
Mai, Jan-Frederik
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012153067
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