Derivative pricing under asymmetric and imperfect collateralization and CVA
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Publication:5397416
DOI10.1080/14697688.2012.738931zbMath1281.91164arXiv1101.5849OpenAlexW3121548109MaRDI QIDQ5397416
Akihiko Takahashi, Masaaki Fujii
Publication date: 20 February 2014
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1101.5849
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