Original language | English |
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Pages (from-to) | 1-29 |
Number of pages | 29 |
Journal | Journal of Economic Dynamics and Control |
Volume | 92 |
Issue number | July 2018 |
DOIs | |
Publication status | Published - 2018 |
Local volatility and the recovery rate of credit default swaps
Jeroen Jansen, SR Das, FJ Fabozzi
Research output: Contribution to journal › Article › Academic › peer-review
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