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~isPartOf:"Frontiers in quantitative finance : volatility and credit risk modeling"
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Frontiers in quantitative finance : volatility and credit risk modeling
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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Forward equations for portfolio credit derivatives
Cont, Rama
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Savescu, Ioana
- In:
Frontiers in quantitative finance : volatility and …
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(pp. 269-293)
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2009
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