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isPartOf:"Issues in derivative instruments"
subject:"Derivat"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Crépey, Stéphane"
~person:"Zargari, B."
~subject:"Derivative"
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Issues in derivative instruments
International journal of theoretical and applied finance
Finance and stochastics
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Valuation and hedging of CDS counterparty exposure in a Markov copula model
Bielecki, Tomasz R.
;
Crépey, S.
;
Jeanblanc, Monique
; …
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10009562148
Saved in:
2
Particle methods for the estimation of credit portfolio loss distributions
Carmona, René
;
Crépey, Stéphane
- In:
International journal of theoretical and applied finance
13
(
2010
)
4
,
pp. 577-602
Persistent link: https://www.econbiz.de/10008905024
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