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Multi-factor granularity adjustments for market and counterparty risks

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Authors and Corporations: Fermanian, Jean-David (Author), Florentin, Clément (Author)
Other Authors: Florentin, Clément [Author]
Type of Resource: E-Book
Language: English
published:
[Palaiseau] Centre de recherche en economie et statistique [2016]
Series: Centre de recherche en économie et statistique: Série des documents de travail ; no. 2016, 35
Source: Verbunddaten SWB
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