Original language | English |
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Article number | 12 |
Pages (from-to) | 69-95 |
Journal | Journal of risk model validation |
Volume | 12 |
Issue number | 4 |
DOIs | |
Publication status | Published - 2018 Dec |
EVALUATING CREDIT EXPOSURE OF INTEREST RATE DERIVATIVES UNDER THE REAL-WORLD MEASURE
Takashi Yasuoka
Research output: Contribution to journal › Article › peer-review