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probability bucketing and non-homogeneous basket CDS
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dreamonstreet
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March 30th, 2004, 1:44 pm
probability bucketing and non-homogeneous basket CDS
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March 8th, 2006, 1:00 pm
hi,Anyone has worked on the non-homogeneous the nth to default basket CDS by useing probability bucketing from Hull&white?? thanks
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