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Banks' regulatory capital requirement pricing the credit risk of short-term loan commitments
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Dufresne, Daniel
Published 2000
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The stochastic-volatility american put option of banks' credit line commitments valuation and policy implications
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Dufresne, Daniel
Published 2000
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Institution: University Library of Regensburg
Author: Dufresne, Daniel
Institution
University Library of Regensburg
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2
Book
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2
Chateau, Jean-Pierre
Dufresne, Daniel
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English
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