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Journal: J. Risk Financial Manag., 2015
Volume: 8
Number: 17
Article:
Pricing a Collateralized Derivative Trade with a Funding Value Adjustment
Authors:
by
Chadd B. Hunzinger and Coenraad C.A. Labuschagne
Link:
https://www.mdpi.com/1911-8074/8/1/17
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