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Journal: Sustainability, 2018
Volume: 10
Number: 1027
Article:
The Study of Utility Valuation of Single-Name Credit Derivatives with the Fast-Scale Stochastic Volatility Correction
Authors:
by
Shican Liu, Yanli Zhou, Benchawan Wiwatanapataphee, Yonghong Wu and Xiangyu Ge
Link:
https://www.mdpi.com/2071-1050/10/4/1027
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