Quantifying Correlation Uncertainty Risk in Credit Derivatives Pricing
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- Leunglung Chan, 2018. "Editorial for Special Issue “Finance, Financial Risk Management and their Applications”," IJFS, MDPI, vol. 6(4), pages 1-3, October.
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Keywords
perturbation expansion; Green’s function; model risk; model uncertainty; credit derivatives; CVA; correlation risk;All these keywords.
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