Smile and default: the role of stochastic volatility and interest rates in counterparty credit risk
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Publication:4554240
DOI10.1080/14697688.2016.1176240zbMath1400.91639OpenAlexW2401909208MaRDI QIDQ4554240
Cornelis S. L. de Graaf, Drona Kandhai, S. Simaitis, Norbert Hári
Publication date: 13 November 2018
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2016.1176240
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