Integrated structural approach to Credit Value Adjustment

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  • Integrated structural approach to Credit Value Adjustment
European Journal of Operational Research 2018 / 7

Integrated structural approach to Credit Value Adjustment

Ballotta, Laura, Fusai, Gianluca, Marazzina, Daniele
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Language:
english
Journal:
European Journal of Operational Research
DOI:
10.1016/j.ejor.2018.07.026
Date:
July, 2018
File:
PDF, 1.24 MB
english, 2018
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