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Rethinking Valuation and Pricing Models by Greg N. Gregoriou, Christian Hoppe, Carsten Wehn

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5

Credit Valuation Adjustments– Mathematical Foundations, Practical Implementation and Wrong Way Risks

Marcus R.W. Martin and Stefan Reitz∗∗

Darmstadt University of Applied Sciences, Competence Center Stochastics and Operations Research (CCSOR)

∗∗University of Applied Sciences, Stuttgart

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