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Title: Calibration of basket default swap pricing models via relative entropy minimisation and applications
Author: Chataev, Oleg.
ISNI:       0000 0001 3530 2090
Awarding Body: Imperial College London (University of London)
Current Institution: Imperial College London
Date of Award: 2004
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No abstract available
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID:  DOI: Not available