V. Shcherbakov

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Papers (2)

1. Influence of jump-at-default in IR and FX on Quanto CDS prices q-fin.CP · 2017 · author #2
2. Asymptotic analysis of a particle system with mean-field interaction math.PR · 2004 · author #2

Mentions

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Frequent Coauthors

• A. Itkin 1 shared papers
• A. Manita 1 shared papers
• A. Veygman 1 shared papers