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Efficient exposure computation by risk factor decomposition
Graaf, Cornelis S. L. de
;
Kandhai, D.
;
Reisinger, Christoph
- In:
Quantitative finance
18
(
2018
)
10
,
pp. 1657-1678
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012259857
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