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![PDF] Four-factor model of Quanto CDS with jumps-at-default and stochastic recovery | Semantic Scholar](https://d3i71xaburhd42.cloudfront.net/928b6ed65dce9e23e1f1b4f9a8785820b2a81cc7/22-Figure2-1.png "PDF] Four-factor model of Quanto CDS with jumps-at-default and stochastic recovery | Semantic Scholar")
PDF] Four-factor model of Quanto CDS with jumps-at-default and stochastic recovery | Semantic Scholar
JRFM | Free Full-Text | Interaction between Sovereign Quanto Credit Default Swap Spreads and Currency Options
JRFM | Free Full-Text | Interaction between Sovereign Quanto Credit Default Swap Spreads and Currency Options
Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads - ScienceDirect
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JRFM | Free Full-Text | Interaction between Sovereign Quanto Credit Default Swap Spreads and Currency Options
Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads - ScienceDirect
Four-factor model of Quanto CDS with jumps-at-default and stochastic recovery - ScienceDirect
Quanto effect in CDS spreads. | Download Scientific Diagram
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JRFM | Free Full-Text | Interaction between Sovereign Quanto Credit Default Swap Spreads and Currency Options
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JRFM | Free Full-Text | Interaction between Sovereign Quanto Credit Default Swap Spreads and Currency Options
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JRFM | Free Full-Text | Interaction between Sovereign Quanto Credit Default Swap Spreads and Currency Options
PDF) Analytic Pricing of Quanto CDS
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Quanto CDS spreads series: period Q2 2007-Q3 2018. Source: authors'... | Download Scientific Diagram
