"Central Clearing Valuation Adjustment."

Yannick Armenti, Stéphane Crépey (2017)

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DOI: 10.1137/15M1028170

access: closed

type: Journal Article

metadata version: 2018-03-13

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Yannick Armenti, Stéphane Crépey:
Central Clearing Valuation Adjustment. SIAM J. Financial Math. 8(1): 274-313 (2017)

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