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Menzinger, B.; Schlosser, A.; Zagst, R.Asset Allocation with Credit Instrumentsworking paper2009-
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Mai, J.; Scherer, M.Efficiently sampling exchangeable Cuadras-Augé copulas in high dimensionsInformation Sciences2009179172872-2877
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Muhle-Karbe, J., Kallsen, J.; Voß, M.Pricing options on variance in affine stochastic volatility modelsMathematical Finance2009-
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