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~isPartOf:"Econometric Institute research papers"
~isPartOf:"Finance and stochastics"
~person:"Capponi, Agostino"
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Capponi, Agostino
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Econometric Institute research papers
Finance and stochastics
Mathematical finance : an international journal of mathematics, statistics and financial economics
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Bilateral credit valuation adjustment for large credit derivatives portfolios
Bo, Lijun
;
Capponi, Agostino
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 431-482
Persistent link: https://www.econbiz.de/10010340674
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2
Pricing vulnerable claims in a Lévy-driven model
Capponi, Agostino
;
Pagliarani, Stefano
;
Vargiolu, Tiziano
- In:
Finance and stochastics
18
(
2014
)
4
,
pp. 755-789
Persistent link: https://www.econbiz.de/10010413669
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