Pricing credit derivatives in credit classes frameworks

Franck Moraux () and Patrick Navatte

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Keywords: pricing credit derivatives; credit classes frameworks (search for similar items in EconPapers)
Date: 2002
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Published in Geman H., Madam D., Pliska S.R., Vorst T. Mathematical Finance. Bachelier Congress 2001, Springer, pp.339-352, 2002, Finance

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00076642

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