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  An analytical formula for pricing m-th to default swaps
 
 
Title: An analytical formula for pricing m-th to default swaps
Author: Schröter, Alexander
Heider, Pascal
Appeared in: Journal of applied mathematics and computing
Paging: Volume 41 (2012) nr. 1-2 pages 229-255
Year: 2012
Contents:
Publisher: Springer-Verlag, Berlin/Heidelberg
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

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