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Select Publications

By Dr Libo Li

Conference Papers

Li L; Rutkowski M, 2011, 'Market Models of Forward CDS Spreads', Springer Science & Business Media

Gapeev P; Jeanblanc M; Li L; Rutkowski M, 2010, 'Constructing Random Times with Given Survival Processes and Applications to Valuation of Credit Derivatives', Springer Science & Business Media


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ORCID as entered in ROS

orcid_icon https://orcid.org/0000-0002-6077-0715

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