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~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~language:"eng"
~person:"Chiarella, Carl"
~subject:"Credit derivative"
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Modelling the evolution of credit spreads using the Cox process within the HJM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
-
2009
Persistent link: https://www.econbiz.de/10008662364
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Modelling the evolution of credit spreads using the Cox process within the HUM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
-
2008
⁄School of Finance and
Economics
, University of Technology, Sydney, PO Box 123, Broadway, NSW 2007, Australia (carl …
Persistent link: https://www.econbiz.de/10003857131
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