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"Enhancing credit default swap valuation with meshfree methods."
Alexander Guarin, Xiaoquan Liu, Wing Lon Ng (2011)
- Alexander Guarin
, Xiaoquan Liu
, Wing Lon Ng:
Enhancing credit default swap valuation with meshfree methods. Eur. J. Oper. Res. 214(3): 805-813 (2011)
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