Default propensity implicit in pulled to par V@R for bonds
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Published in | Discussiones Mathematicae. Probability and Statistics Vol. 37; no. 1-2; p. 79 |
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Main Authors | , , |
Format | Journal Article |
Language | English |
Published |
2017
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Online Access | Get full text |
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Summary: | Abstract only |
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ISSN: | 1509-9423 2084-0381 |
DOI: | 10.7151/dmps.1196 |