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Publications by JAN-FREDERIK MAI

Pricing-Hedging Duality for Credit Default Swaps and the Negative Basis Arbitrage

International Journal of Theoretical and Applied Finance
EconomicsEconometricsFinance
2019English

A Tractable Multivariate Default Model Based on a Stochastic Time-Change

International Journal of Theoretical and Applied Finance
EconomicsEconometricsFinance
2009English

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