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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 84, 2012 - Issue 5-6: The Mark H.A. Davis festschrift: stochastics, control and finance
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Original Articles

Credit default swaps with and without counterparty and collateral adjustments

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Pages 603-624 | Received 06 Sep 2010, Accepted 10 Mar 2011, Published online: 10 Nov 2011

References

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