Computing the survival probability in the Madan–Unal credit risk model: application to the CDS market
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Publication:4555081
DOI10.1080/14697688.2016.1189590zbMath1402.91838OpenAlexW2411579509MaRDI QIDQ4555081
Graziella Pacelli, Davide Radi, Luca Vincenzo Ballestra
Publication date: 19 November 2018
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2016.1189590
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