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A valuation model for ABS CDOS
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Multilayer heat equations : application to finance
Itkin, Andrey
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Lipton, Alexander
;
Muravey, Dmitry
- In:
Frontiers of mathematical finance : FMF
1
(
2022
)
1
,
pp. 99-135
Persistent link: https://www.econbiz.de/10015373424
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