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Number of items: 2.

18 June 2011

Tim, Xiao (2011): An efficient lattice algorithm for the libor market model. Forthcoming in: Journal of Derivatives

6 March 2019

Tim, Xiao (2019): Pricing Credit Default Swap Subject to Counterparty Risk and Collateralization.

This list was generated on Fri Oct 18 04:28:49 2019 CEST.
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