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The information content of option-implied volatility for credit default swap valuation

✍ Scribed by Charles Cao; Fan Yu; Zhaodong Zhong

Book ID: 116482358
Publisher: Elsevier Science
Year: 2010
Tongue: English
Weight: 367 KB
Volume: 13
Category: Article
ISSN: 1386-4181
DOI: 10.1016/j.finmar.2010.01.002

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