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The journal of computational finance
The journal of futures markets
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Advances in futures and options research : a research annual
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wi - Wirtschaft
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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A multifactor bottom-up model for pricing credit derivatives
Tsui, Lung Kwan
- In:
The journal of computational finance
17
(
2013
)
1
,
pp. 93-114
Persistent link: https://www.econbiz.de/10010337815
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2
BSLP: Markovian bivariate spread-loss model for portfolio credit derivatives
Arnsdorf, Matthias
;
Halperin, Igor
- In:
The journal of computational finance
12
(
2008/09
)
2
,
pp. 77-107
Persistent link: https://www.econbiz.de/10009534630
Saved in:
3
Gaussian and Poisson approximation : applications to CDOs tranche pricing
El Karoui, Nicole
;
Jiao, Ying
;
Kurtz, David
- In:
The journal of computational finance
12
(
2008/09
)
2
,
pp. 31-58
Persistent link: https://www.econbiz.de/10009534632
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