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~person:"Bakic, Michael"
~person:"Chen, Wei"
~person:"Keitz, Isabel von"
~subject:"Multiplier"
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CVA wrong way risk multiplier decomposition and efficient CVA curve
Pang, Tao
;
Chen, Wei
;
Li, Le
- In:
Journal of risk management in financial institutions
8
(
2015
)
4
,
pp. 390-404
Persistent link: https://www.econbiz.de/10011531231
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