Transactions of the Japan Society for Industrial and Applied Mathematics
Online ISSN : 2424-0982
ISSN-L : 0917-2246
A Survey on Mathematical Problems of Counterparty Credit Risk Measurement(Survey,<Special Topics>Activity Group "Mathematical Finance")
Suguru Yamanaka, Hidetoshi Nakagawa
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2014 Volume 24 Issue 3 Pages 293-306

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Abstract
This article is a short survey on mathematical problems of counterparty credit risk measurement.
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© 2014 The Japan Society for Industrial and Applied Mathematics
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