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"Extending the Merton model with applications to credit value adjustment."
Erdinc Akyildirim et al. (2023)
- Erdinc Akyildirim, Alper A. Hekimoglu, Ahmet Sensoy, Frank J. Fabozzi:
Extending the Merton model with applications to credit value adjustment. Ann. Oper. Res. 326(1): 27-65 (2023)
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