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Pricing model of interest rate swap with a bilateral default risk

✍ Scribed by Xiaofeng Yang; Jinping Yu; Shenghong Li; Albert Jerry Cristoforo; Xiaohu Yang

Publisher: Elsevier Science
Year: 2010
Tongue: English
Weight: 409 KB
Volume: 234
Category: Article
ISSN: 0377-0427
DOI: 10.1016/j.cam.2009.12.042

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