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Pricing and Hedging in Affine Models with Possibility of Default

✍ Scribed by Cheridito, Patrick; Wugalter, Alexander

Book ID: 118203709
Publisher: Society for Industrial and Applied Mathematics
Year: 2012
Tongue: English
Weight: 485 KB
Volume: 3
Category: Article
ISSN: 1945-497X
DOI: 10.1137/100816730

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