Loan guarantee portfolios and joint loan guarantees with stochastic interest rates
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- Dermine, Jean & Lajeri, Fatma, 2001. "Credit risk and the deposit insurance premium: a note," Journal of Economics and Business, Elsevier, vol. 53(5), pages 497-508.
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- Feunou Bruno & Tafolong Ernest, 2015.
"Fourier inversion formulas for multiple-asset option pricing,"
Studies in Nonlinear Dynamics & Econometrics,
De Gruyter, vol. 19(5), pages 531-559, December.
- Bruno Feunou & Ernest Tafolong, 2015. "Fourier Inversion Formulas for Multiple-Asset Option Pricing," Staff Working Papers 15-11, Bank of Canada.
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