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A model for dependent defaults and pricing contingent claims with counterparty risk
Gatarek, Dariusz
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Jabłecki, Juliusz
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2013
Persistent link: https://www.econbiz.de/10009748716
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Estimating the risk of joint defaults : an application to central bank collateralized lending operations
Gatarek, Dariusz
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Jabłecki, Juliusz
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2014
Persistent link: https://www.econbiz.de/10010387351
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