Dynamic investment and counterparty risk (Q1705168)

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scientific article; zbMATH DE number 6850152
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English
Dynamic investment and counterparty risk
scientific article; zbMATH DE number 6850152

    Statements

    Dynamic investment and counterparty risk (English)
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    14 March 2018
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    counterparty risk
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    dynamic programming
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    credit default swaps
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