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1 research outputs found
Valuation of Credit Default Swaps with Wrong Way Risk – Model Implementation and a Computational Tune-Up
Author
A Capponi
A J Mcneil
+12Â more
A Schoenbucher
D Bailey
D Brigo
D Brigo
D Brigo
D Dufresne
Daniel Schwake
Dmitri Grominski
K Chourdakis
P Carr
T Bielecki
Tobias Sudmann
Publication venue
'Elsevier BV'
Publication date
01/01/2012
Field of study
No full text
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