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~isPartOf:"International journal of theoretical and applied finance"
~person:"Jeanblanc, Monique"
~subject:"Markov-Kette"
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International journal of theoretical and applied finance
Paris Princeton lectures on mathematical finance
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Valuation and hedging of CDS counterparty exposure in a Markov copula model
Bielecki, Tomasz R.
;
Crépey, S.
;
Jeanblanc, Monique
; …
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10009562148
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