Counterparty credit events and the sound value of credit default swap

YANG Xing, HU Guo-qiang

Systems Engineering - Theory & Practice ›› 2013, Vol. 33 ›› Issue (6) : 1389-1394.

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Systems Engineering - Theory & Practice ›› 2013, Vol. 33 ›› Issue (6) : 1389-1394. DOI: 10.12011/1000-6788(2013)6-1389

Counterparty credit events and the sound value of credit default swap

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