FVA and CVA under margining

Author: Wu Lixin   Li Chonhong  

Publisher: Emerald Group Publishing Ltd

E-ISSN: 1755-6791|32|3|298-321

ISSN: 1086-7376

Source: Studies in Economics and Finance, Vol.32, Iss.3, 2015-08, pp. : 298-321

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Abstract