Author: "Ma Zong-Gang" / Topic: computer science applications - Searchworks@Jio Institute Digital Library Search Results

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1. Closed Form Valuation of Vulnerable European Options with Stochastic Credit Spreads

Author: Xiao Shi-Song and Ma Zong-Gang
Subjects: Economics and Econometrics, Financial economics, Applied Mathematics, Economics, Computer Science Applications, Valuation (finance)
Published: 2019
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