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Q5169724 - MaRDI portal

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scientific article; zbMATH DE number 6316407
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English
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scientific article; zbMATH DE number 6316407

    Statements

    author
    Stéphane Crépey
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    Tomasz R. Bielecki
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    publication date
    11 July 2014
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    zbMATH Keywords
    counterparty risk
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    funding
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    credit risk
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    BSDE modeling
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    copula
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    credit valuation adjustment (CVA)
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    Identifiers

    Mathematics Subject Classification ID
    91-02
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    91G40
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    91B30
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    91B24
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    91G10
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    91G20
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    91G80
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    60H30
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    zbMATH DE Number
    6316407
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