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A Simple Method for Extracting the Probability of Default from American Put Option Prices
E-book
E-book
| Publisher: | Ottawa, ON, CA: Bank of Canada, 2020. |
| ISSN: | 1701-9397 |
| Phys. Desc.: | 1 online resource (22 pages). |
| Electronic resource: | desLibris e-book: - For Subscription see www.canadianelectroniclibrary.ca |
| Electronic resource: | Document originally acquired from |
