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Liquidity and credit risk
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Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
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1999
Persistent link: https://www.econbiz.de/10001430979
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An empirical investigation in credit spread indices
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
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2000
Persistent link: https://www.econbiz.de/10001604303
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