Integrated structural approach to credit value adjustment (Q1991244)

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scientific article; zbMATH DE number 6968122
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English
Integrated structural approach to credit value adjustment
scientific article; zbMATH DE number 6968122

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    Integrated structural approach to credit value adjustment (English)
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    30 October 2018
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    finance
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    credit value adjustment
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    collateral
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    initial margin
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    netting
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