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Munich Personal RePEc Archive

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Number of items: 2.

1 July 2009

Bennani, Norddine and Maetz, Jerome (2009): A Spot Stochastic Recovery Extension of the Gaussian Copula.

August 2012

Boukhobza, Ali and Maetz, Jerome (2012): CVA, Wrong Way Risk, Hedging and Bermudan Swaption.

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