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"A computational approach to hedging Credit Valuation Adjustment in a ..."
Thomas van der Zwaard, Lech A. Grzelak, Cornelis W. Oosterlee (2021)
- Thomas van der Zwaard, Lech A. Grzelak, Cornelis W. Oosterlee:
A computational approach to hedging Credit Valuation Adjustment in a jump-diffusion setting. Appl. Math. Comput. 391: 125671 (2021)
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