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~isPartOf:"The journal of risk model validation"
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On the correlation and parametric approaches to calculation of credit value adjustment
Pang, Tao
;
Chen, Wei
;
Li, Le
- In:
The journal of risk model validation
11
(
2017
)
3
,
pp. 49-67
Persistent link: https://www.econbiz.de/10011762993
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