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~isPartOf:"Economic modelling"
~isPartOf:"Working papers series / Federal Reserve Bank of San Francisco"
~person:"Bao, Qunfang"
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Bao, Qunfang
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Unilateral CVA for CDS in a contagion model with stochastic pre-intensity and interest
Bao, Qunfang
;
Chen, Si
;
Li, Shenghong
- In:
Economic modelling
29
(
2012
)
2
,
pp. 471-477
Persistent link: https://www.econbiz.de/10009536792
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