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Credit Derivative Evaluation and CVA Under the Benchmark Approach |
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| Authors: | Jan Baldeaux Eckhard Platen |
| Affiliation: | 1. Finance Discipline Group, University of Technology Sydney, PO Box 123, Broadway, NSW, 2007, Australia 2. Finance Discipline Group and Department of Mathematical Sciences, University of Technology Sydney, PO Box 123, Broadway, NSW, 2007, Australia |
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| 本文献已被 SpringerLink 等数据库收录！ | |