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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:SSCI、SCI

Date:2018-07-13

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