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Anderson, Ronald W., Sundaresan, Suresh and Tychon, Pierre (1996) Strategic analysis of contingent claims. European Economic Review, 40 (3-5). pp. 871-881. ISSN 0014-2921
Mella-Barral, Pierre and Tychon, Pierre (1996) Default risk in asset pricing. Financial Markets Group Discussion Papers (250). Financial Markets Group, The London School of Economics and Political Science, London, UK.