Integrated structural approach to Credit Value Adjustment
نویسندگان
چکیده
منابع مشابه
Credit value adjustment for credit default swaps via the structural default model
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ژورنال
عنوان ژورنال: European Journal of Operational Research
سال: 2019
ISSN: 0377-2217
DOI: 10.1016/j.ejor.2018.07.026