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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Working paper"
~person:"Breedon, Francis J."
~person:"Cont, Rama"
~subject:"Credit derivative"
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Search: subject_exact:"Wertpapiertermingeschäft"
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Working paper
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Recovering portfolio default intensities implied by CDO quotes
Cont, Rama
;
Minca, Andreea
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 94-121
Persistent link: https://www.econbiz.de/10009712557
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