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Items where Author, Editor or other role is "Cantia, C."

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Cantia, Catalin, Tunaru, Radu (2016) A factor model for joint default probabilities, pricing of CDS, index swaps and index tranches. Insurance: Mathematics and Economics, 72 . pp. 21-35. ISSN 0167-6687. (doi:10.1016/j.insmatheco.2016.10.004) (KAR id:57915)
[thumbnail of CantiaTunaru_2017_IME.pdf]
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Cantia, Catalin (2016) Lévy Factor Models for Financial Applications. Doctor of Philosophy (PhD) thesis, University of Kent,. (doi:10.22024/UniKent/01.02.54734) (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided) (KAR id:54734)
[thumbnail of 109Binder2.pdf]

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