Modelling and Computing the Total Value Adjustment for European Derivatives in a Multi-Currency Setting
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Publication:6048657
DOI10.1007/978-3-031-11818-0_41OpenAlexW4312636522MaRDI QIDQ6048657
Iñigo Arregui, Carlos Vázquez, Roberta Simonella
Publication date: 15 September 2023
Published in: Mathematics in Industry (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-031-11818-0_41
Cites Work
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- Counterparty Credit Risk, Collateral and Funding
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