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考虑交易对手风险的衍生产品定价方法

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Date of Publication:2011-01-01

Journal:系统管理学报

Issue:2

Page Number:151-160

ISSN No.:1005-2542

Note:新增回溯数据

Pre One:考虑交易对手间三种违约相关情景下的CDS定价——基于单因子Copula模型的模拟

Next One:考虑回收率随机特征的CDO定价模型
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