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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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Factor distributions implied by quoted CDO spreads
Schlögl, Erik
;
Schlögl, Lutz
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 217-234)
.
2009
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