"Market implied volatilities for defaultable bonds."

Vincenzo Russo, Rosella Giacometti, Frank J. Fabozzi (2019)

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DOI: 10.1007/S10479-018-3064-Z

access: closed

type: Journal Article

metadata version: 2020-08-13

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Vincenzo Russo, Rosella Giacometti, Frank J. Fabozzi:
Market implied volatilities for defaultable bonds. Ann. Oper. Res. 275(2): 669-683 (2019)

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