Counterparty credit risk in a multivariate structural model with jumps
Year of publication: |
2015
|
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Authors: | Ballotta, Laura ; Fusai, Gianluca |
Published in: |
Finance : revue de l'Association Française de Finance. - Grenoble : Presses Universitaires de Grenoble, ISSN 0752-6180, ZDB-ID 614796-3. - Vol. 36.2015, 1, p. 39-74
|
Subject: | Kreditrisiko | Credit risk | Finanzdienstleistung | Financial services | Theorie | Theory | Risikomanagement | Risk management | Derivat | Derivative |
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