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Modelling bonds and credit default swaps using a structural model with contagion [journal article]
Source: Quantitative Finance, 8 (2008) 7. p.669-680
Hits 1-1 within 1 documents
Author(s): Haworth, Helen; Reisinger, Christoph; Shaw, William
Source: Quantitative Finance, 8 (2008) 7. p.669-680