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                                       Details for article 6 of 6 found articles
 
 
  Valuation of Portfolio Credit Derivatives with Default Intensities Using the Vasicek Model
 
 
Title: Valuation of Portfolio Credit Derivatives with Default Intensities Using the Vasicek Model
Author: Liang, Jin
Ma, Jun Mei
Wang, Tao
Ji, Qin
Appeared in: Asia-Pacific financial markets
Paging: Volume 18 (2010) nr. 1 pages 33-54
Year: 2010
Contents:
Publisher: Springer US, Boston
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 6 of 6 found articles
 
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 Koninklijke Bibliotheek - National Library of the Netherlands