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DVA for Assets. (2013). Kenyon, Richard David .
In: Papers.
RePEc:arx:papers:1301.5425.

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    Paper not yet in RePEc: Add citation now
  5. D. Brigo, A. Capponi, A. Pallavicini, and V. Papatheodorou. Collateral Margining in Arbitrage-Free Counterparty Valuation Adjustment including Re-Hypotecation and Netting. arXiv, 2011.

  6. D. Brigo. Counterparty Risk FAQ: Credit VaR, PFE, CVA, DVA, Closeout, Netting, Collateral, Re-Hypothecation, WWR, Basel, Funding, CCDS and Margin Lending. http://ssrn.com/paper=1955204, 2011. [CAC+ 10] G. Cesari, J. Aquilina, N. Charpillon, Z. Filipovic, G. Lee, and I. Manda. Modelling, Pricing, and Hedging Counterparty Credit Exposure: A Technical Guide . Springer Finance, London, 2010.

  7. FASB. Statement of Financial Accounting Standards No. 157 Fair Value Measurements. FASB, New York, 2010.
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