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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Risk"
~type_genre:"Article in journal"
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A subordinated CIR intensity model with application to wrong-way risk CVA
Mbaye, Cheikh
;
Vrins, Frédéric
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011956998
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