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Issue DateTitleAuthor(s)
1-Jan-2014ARBITRAGE-FREE BILATERAL COUNTERPARTY RISK VALUATION UNDER COLLATERALIZATION AND APPLICATION TO CREDIT DEFAULT SWAPSBrigo, D; Capponi, A; Pallavicini, A
16-Apr-2019Nonlinear valuation under credit, funding, and margins: existence, uniqueness, invariance, and disentanglementBrigo, D; Francischello, M; Pallavicini, A; Engineering and Physical Sciences Research Council