A Survey on Modeling and Analysis of Basis Spreads
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References listed on IDEAS
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- Jean-Paul Laurent & Philippe Amzelek & Joe Bonnaud, 2014. "An overview of the valuation of collateralized derivative contracts," Review of Derivatives Research, Springer, vol. 17(3), pages 261-286, October.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-01-10 (All new papers)
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