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Revision as of 16:06, 12 February 2024

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Unilateral counterparty risk valuation of CDS using a regime-switching intensity model
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    Unilateral counterparty risk valuation of CDS using a regime-switching intensity model (English)
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    17 April 2014
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    credit default swaps
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    counterparty risk
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    credit valuation adjustment
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    interacting intensities
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    regime-switching
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