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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
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Forward equations for portfolio credit derivatives
Cont, Rama
;
Savescu, Ioana
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 269-293)
.
2009
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