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1. Default Implied Volatility for Credit Spread
Publishing author: ZHENG C.K. 
Co-author(s): 
Working paper (1999) - English
Online since 2002.12.18 at 16:26:35 - 342 download(s) - 0 rating(s) - Average rating (/5): 
Abstract | Download (.pdf - 94 KB) - Zip version (84 KB)

 

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