Credit derivative evaluation and CVA under the benchmark approach
From MaRDI portal
Publication:2013322
DOI10.1007/s10690-015-9204-4zbMath1368.91178OpenAlexW1997433831MaRDI QIDQ2013322
Publication date: 17 August 2017
Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10453/37603
Cites Work
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- BENCHMARKED RISK MINIMIZATION
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