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Filtering by: Creator Zhou, Tingwen Keyword counterpart credit risk

Keyword:: funding spread, XVA, American option, counterpart credit risk, and no-arbitrage
Creator:: Zhou, Tingwen
Advisor:: Sturm, Stephan
Publisher:: Worcester Polytechnic Institute
Date Created:: 2017-04-26
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

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