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"Valuation of credit contingent interest rate swap with credit rating ..."

Jin Liang, Hongchun Zou (2020)

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DOI: 10.1080/00207160.2020.1713315

access: closed

type: Journal Article

metadata version: 2020-12-17

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Jin Liang, Hongchun Zou:
Valuation of credit contingent interest rate swap with credit rating migration. Int. J. Comput. Math. 97(12): 2546-2560 (2020)

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