A closed-form pricing formula for vulnerable European options under stochastic yield spreads and interest rates
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2018 ◽
Vol 335
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pp. 323-333
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2019 ◽
Vol 350
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pp. 55-56
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2005 ◽
Vol 08
(02)
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pp. 239-253
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2021 ◽
pp. 1-10
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