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Locally Risk-Minimizing Hedging of Counterparty Risk for Portfolio of Credit Derivatives

Bo, Lijun, Ceci, Claudia
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Language:
english
Journal:
Applied Mathematics & Optimization
DOI:
10.1007/s00245-018-9549-y
Date:
January, 2019
File:
PDF, 737 KB
english, 2019
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