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Recovering Portfolio Default Intensities Implied by CDO Quotes
Author(s) -
Rama Cont,
Andreea Minca
Publication year - 2008
Publication title -
ssrn electronic journal
Language(s) - Uncategorized
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.1104855
Subject(s) - portfolio , business , financial economics , economics

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