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Annals of Operations Research 2019 / 9

CVA and vulnerable options pricing by correlation expansions

Antonelli, F., Ramponi, A., Scarlatti, S.
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Language:
english
Journal:
Annals of Operations Research
DOI:
10.1007/s10479-019-03367-z
Date:
September, 2019
File:
PDF, 572 KB
english, 2019
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