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Marshall-Olkin Copula-Based Models
Elouerkhaoui, Youssef
- In:
The Oxford handbook of credit derivatives
.
2012
Persistent link: https://www.econbiz.de/10012882006
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Pricing and hedging in a dynamic credit model
Elouerkhaoui, Youssef
- In:
International journal of theoretical and applied finance
10
(
2007
)
4
,
pp. 703-731
Persistent link: https://www.econbiz.de/10003503384
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