"Remarks on an arbitrage-free condition for XVA."

Akihiro Tanaka (2019)

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DOI: 10.14495/JSIAML.11.57

access: open

type: Journal Article

metadata version: 2021-02-17

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Akihiro Tanaka:
Remarks on an arbitrage-free condition for XVA. JSIAM Lett. 11: 57-60 (2019)

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