Bilateral Credit Valuation Adjustment of CDS Under Systemic and Correlated Idiosyncratic Risks (Q6489108)
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scientific article; zbMATH DE number 7834642
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bilateral Credit Valuation Adjustment of CDS Under Systemic and Correlated Idiosyncratic Risks |
scientific article; zbMATH DE number 7834642 |
Statements
Bilateral Credit Valuation Adjustment of CDS Under Systemic and Correlated Idiosyncratic Risks (English)
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19 April 2024
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