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"Wrong Way Risk corrections to CVA in CIR reduced-form models."
Fabio Antonelli, Alessandro Ramponi, Sergio Scarlatti (2023)
- Fabio Antonelli, Alessandro Ramponi, Sergio Scarlatti:
Wrong Way Risk corrections to CVA in CIR reduced-form models. Comput. Manag. Sci. 20(1): 46 (2023)
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