Credit Value Adjustment with Market-Implied Recovery
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Publisher
Elsevier BV
Reference34 articles.
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Cited by 1 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Local volatility and the recovery rate of credit default swaps;Journal of Economic Dynamics and Control;2018-07
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