EXTREMAL DEPENDENCE FOR BILATERAL CREDIT VALUATION ADJUSTMENTS (Q2836220): Difference between revisions

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+VALUATION AND HEDGING OF CDS COUNTERPARTY EXPOSURE IN A MARKOV COPULA MODEL
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+ARBITRAGE‐FREE BILATERAL COUNTERPARTY RISK VALUATION UNDER COLLATERALIZATION AND APPLICATION TO CREDIT DEFAULT SWAPS
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+COUNTERPARTY RISK FOR CREDIT DEFAULT SWAPS: IMPACT OF SPREAD VOLATILITY AND DEFAULT CORRELATION
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+Q3515750
@@ Property / cites work: Q3515750 / rank @@
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+ARBITRAGE-FREE VALUATION OF BILATERAL COUNTERPARTY RISK FOR INTEREST-RATE PRODUCTS: IMPACT OF VOLATILITIES AND CORRELATIONS
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+BOUNDING WRONG‐WAY RISK IN CVA CALCULATION
@@ Property / cites work: BOUNDING WRONG‐WAY RISK IN CVA CALCULATION / rank @@
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+Extensions and special cases of transportation problem: A survey
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