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Enhancing credit default swap valuation with meshfree methods

Guarin, Alexander and Liu, Xiaoquan and Ng, Wing Lon (2011) Enhancing credit default swap valuation with meshfree methods. European Journal of Operational Research, 214 (3). pp. 805-813. DOI https://doi.org/10.1016/j.ejor.2011.05.046



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Full text not available from this repository. http://dx.doi.org/10.1016/j.ejor.2011.05.046

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