"Bilateral credit valuation adjustment for large credit derivatives portfolios."

Lijun Bo, Agostino Capponi (2014)

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DOI: 10.1007/S00780-013-0217-4

access: closed

type: Journal Article

metadata version: 2021-10-14

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Lijun Bo, Agostino Capponi:
Bilateral credit valuation adjustment for large credit derivatives portfolios. Finance Stochastics 18(2): 431-482 (2014)

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