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Fast pricing of basket default swaps
by Zhiyong Chen, Paul Glasserman — 2006
…Fast Pricing of Basket Default Swaps Zhiyong Chen and Paul Glasserman Columbia University zc2012…
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© 2008 INFORMS Fast Pricing of Basket Default Swaps
by Zhiyong Chen, Paul Glasserman
…, unlike most 286Chen and Glasserman: Fast Pricing of Basket Default Swaps Operations Research 56(2), pp…
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