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Pricing CDO with the interaction of credit and
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日期:2025-11-19
4 2006台灣財務工程學會年會暨風險管理研討會 June 2, 2006 My personal concern. In the Abstract, “…this is the first paper to derive the closed-form solution of survival probability….” The survival probability function on page 6 is well known, since the Laplace...看更多

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