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~isPartOf:"Research in international business and finance"
~person:"Harb, Etienne"
~subject:"Credit derivative"
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Pricing CDS spreads with Credit Valuation Adjustment using a mixture copula
Harb, Etienne
;
Louhichi, Wael
- In:
Research in international business and finance
39
(
2017
),
pp. 963-975
Persistent link: https://www.econbiz.de/10011912420
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