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Counterparty Credit Risk, Collateral and Funding

2013
Damiano Brigo   +2 more
openaire   +1 more source

CVA Computation for Counterparty Risk Assessment in Credit Portfolios

2011
Tomasz Bielecki   +2 more
exaly  

Counterparty Credit Riska

2010
Michael Pykhtin
exaly  

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