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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Brigo, Damiano"
~person:"Emmerling, Thomas J."
~person:"Gombani, Andrea"
~subject:"Stochastic process"
~subject:"contagion"
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Search: subject_exact:"Wertpapiertermingeschäft"
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arbitrage-free credit valuation adjustment
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Brigo, Damiano
Emmerling, Thomas J.
Gombani, Andrea
Crépey, Stéphane
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Figueroa-López, José E.
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Arbitrage-free bilateral counterparty risk valuation under collateralization and application to credit default swaps
Brigo, Damiano
;
Capponi, Agostino
;
Pallavicini, Andrea
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 125-146
Persistent link: https://www.econbiz.de/10010256178
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2
Arbitrage-free multifactor term structure models : a theory based on stochastic control
Gombani, Andrea
;
Runggaldier, Wolfgang J.
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 659-686
Persistent link: https://www.econbiz.de/10010187681
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