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International Journal of Computer Mathematics Volume 86, 2009 - Issue 6: SPECIAL ISSUE ON FINANCIAL DERIVATIVES
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Original Articles

Valuation of forward-starting CDOs

Ken Jackson Department of Computer Science, University of Toronto, Toronto, ON, CanadaCorrespondence[email protected]
&
Wanhe Zhang Department of Computer Science, University of Toronto, Toronto, ON, Canada
Pages 955-963 | Received 01 Mar 2008, Accepted 01 Jul 2008, Published online: 01 Jun 2009

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