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Credit valuation adjustment of cap and floor with counterparty risk: a structural pricing model for vulnerable European options
Kao, Lie-JaneVolume:
19
Langue:
english
Journal:
Review of Derivatives Research
DOI:
10.1007/s11147-015-9114-7
Date:
April, 2016
Fichier:
PDF, 1.48 MB
english, 2016