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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~language:"eng"
~person:"Fabozzi, Frank J."
~subject:"2000-2003"
~type_genre:"Article in journal"
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Journal of financial and quantitative analysis : JFQA
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An explicit, multi-factor credit default swap pricing model with correlated factors
Chen, Ren-Raw
;
Cheng, Xiaolin
;
Fabozzi, Frank J.
;
Liu, Bo
- In:
Journal of financial and quantitative analysis : JFQA
43
(
2008
)
1
,
pp. 123-160
Persistent link: https://www.econbiz.de/10003692397
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