Derivative pricing under asymmetric and imperfect collateralization and CVA (Q5397416)

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scientific article; zbMATH DE number 6260369
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Derivative pricing under asymmetric and imperfect collateralization and CVA
scientific article; zbMATH DE number 6260369

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    Derivative pricing under asymmetric and imperfect collateralization and CVA (English)
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    20 February 2014
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    collateralization
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    credit support annex
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    credit value adjustment
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    basis spreads
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