Integrated Structural Approach to Counterparty Credit Risk...

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Integrated Structural Approach to Counterparty Credit Risk with Dependent Jumps

Ballotta, Laura, Fusai, Gianluca, Marazzina, Daniele
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Year:
2015
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2706416
File:
PDF, 876 KB
2015
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