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"Connecting the top-down to the bottom-up: Pricing CDO under a Conditional ..."
Xian Hua Peng, Steven S. G. Kou (2008)
- Xian Hua Peng, Steven S. G. Kou:
Connecting the top-down to the bottom-up: Pricing CDO under a Conditional Survival (CS) model. WSC 2008: 578-586
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