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Default Propensity Implicit in Pulled to Par V@R for Bonds

Discussiones Mathematicae Probability and Statistics
doi 10.7151/dmps.1196
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Abstract

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Date

January 1, 2017

Authors
Manuel L. EsquivelRaquel M. GasparJoao B. Sousa
Publisher

Faculty of Mathematics, Computer Science and Econometrics, University of Zielona Gora


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