"On pricing of credit spread options."

Rosella Giacometti, Mariangela Teocchi (2005)

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DOI: 10.1016/J.EJOR.2003.12.005

access: closed

type: Journal Article

metadata version: 2020-02-21

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Rosella Giacometti, Mariangela Teocchi:
On pricing of credit spread options. Eur. J. Oper. Res. 163(1): 52-64 (2005)

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