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Journal Articles Journal of Derivatives Year : 1999
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hal-03679527 , version 1 (26-05-2022)

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Angelo Arvanitis, Jonathan Gregory, Jean-Paul Laurent. Building Models for Credit Spreads. Journal of Derivatives, 1999, 6 (3), pp.27-43. ⟨10.3905/jod.1999.319117⟩. ⟨hal-03679527⟩
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