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A Markov regime switching jump-diffusion model for the pricing of portfolio credit derivatives

✍ Scribed by Xue Liang; Guojing Wang; Yinghui Dong

Book ID: 119373102
Publisher: Elsevier Science
Year: 2013
Tongue: English
Weight: 232 KB
Volume: 83
Category: Article
ISSN: 0167-7152
DOI: 10.1016/j.spl.2012.10.003

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