Explaining the level of credit spreads : option-implied jump risk premia in a firm value model
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Explaining the level of credit spreads : option-implied jump risk premia in a firm value model
（BIS working papers, no. 191）
Bank for International Settlements, c2005
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Note
"Monetary and Economic Department"
"November 2005"
Includes bibliographical references (p. 31-34)
