Coherent global market simulations and securitization measures for counterparty credit risk

Author： Albanese Claudio   Bellaj Toufik   Gimonet Guillaume   Pietronero Giacomo  

Publisher： Routledge Ltd

ISSN： 1469-7688

Source： Quantitative Finance, Vol.11, Iss.1, 2011-01, pp. : 1-20

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