Munich Personal RePEc Archive

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Number of items: 2.

March 2007

Fathi, Abid and Nader, Naifar (2007): Copula based simulation procedures for pricing basket Credit Derivatives.

25 September 2007

Fathi, Abid and Nader, Naifar (2007): Price Calibration of basket default swap: Evidence from Japanese market.

This list was generated on Wed Oct 21 19:08:21 2020 CEST.
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