Simulation/Regression Pricing Schemes for CVA Computations on CDO Tranches

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Publication:5419656

DOI10.1080/03610926.2013.809111zbMATH Open1290.91178OpenAlexW3122086254MaRDI QIDQ5419656

Author name not available (Why is that?)

Publication date: 11 June 2014

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2013.809111



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