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Arbitrage pricing of defaultable game options with applications to convertible bonds

✍ Scribed by Bielecki, Tomasz R.; Crépey, Stéphane; Jeanblanc, Monique; Rutkowski, Marek


Book ID
127152277
Publisher
Taylor and Francis Group
Year
2008
Tongue
English
Weight
261 KB
Volume
8
Category
Article
ISSN
1469-7688

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