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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