Pricing derivatives with barriers in a stochastic interest rate environment
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- Ming Xi Huang, 2010. "Modelling Default Correlations in a Two-Firm Model with Dynamic Leverage Ratios," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 15.
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- repec:wsi:ijtafx:v:20:y:2017:i:07:n:s0219024917500467 is not listed on IDEAS
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