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Explicit formulas for pricing credit-linked notes with counterparty risk under reduced-form framework
Ge, Lei
;
Qian, Xiaosong
;
Yue, Xingye
- In:
IMA journal of management mathematics
26
(
2015
)
3
,
pp. 325-344
Persistent link: https://www.econbiz.de/10011405431
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