EVALUATING CREDIT EXPOSURE OF INTEREST RATE DERIVATIVES UNDER THE REAL-WORLD MEASURE

Takashi Yasuoka

    Research output: Contribution to journalArticle

    Original languageEnglish
    Article number12
    Pages (from-to)69-95
    JournalJournal of risk model validation
    Volume12
    Issue number4
    DOIs
    Publication statusPublished - 2018 Dec

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