Bilateral Credit Valuation Adjustment for Large Credit Derivatives Portfolios
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Title of Paper:Bilateral Credit Valuation Adjustment for Large Credit Derivatives Portfolios
Journal:Finance and Stochastics
Indexed by:Article
Discipline:Natural Science
First-Level Discipline:Statistics
Document Type:J
Volume:18
Issue:2
Page Number:431-482
Translation or Not:no
Date of Publication:2014-07-13
Included Journals:SCI、SSCI