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zbMath1212.91116MaRDI QIDQ3571492

Dianfa Chen, Yan Ma

Publication date: 8 July 2010

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

analytic expression factor copula valuing \(n\)th-to-default swap

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Credit risk (91G40)

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