A Direct Approach to Arbitrage-Free Pricing of Derivatives
AbstractThis paper develops a framework for modelling risky debt and valuing credit derivatives that is flexible
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Bibliographic InfoPaper provided by New York University, Leonard N. Stern School of Business- in its series New York University, Leonard N. Stern School Finance Department Working Paper Seires with number 99-013.
Date of creation: Nov 1998
Date of revision:
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Postal: U.S.A.; New York University, Leonard N. Stern School of Business, Department of Economics . 44 West 4th Street. New York, New York 10012-1126
Phone: (212) 998-0100
Web page: http://w4.stern.nyu.edu/finance/
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