VALUATION AND HEDGING OF CDS COUNTERPARTY EXPOSURE IN A MARKOV COPULA MODEL
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Publication:5389101
DOI10.1142/S0219024911006498zbMath1243.91100MaRDI QIDQ5389101
Tomasz R. Bielecki, Stéphane Crépey, Behnaz Zargari, Monique Jeanblanc-Picqué
Publication date: 24 April 2012
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
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