APA
Adachi T., Institute for Monetary and Economic Studies, Sueshige & Yoshiba T. (2019). Wrong-way risk in credit valuation adjustment of credit default swap with copulas. Tokyo: IMES.
Chicago
Adachi Tetsuya, Institute for Monetary and Economic Studies, Sueshige and Yoshiba Toshinao. 2019. Wrong-way risk in credit valuation adjustment of credit default swap with copulas. Tokyo: IMES.
Harvard
Adachi T., Institute for Monetary and Economic Studies, Sueshige and Yoshiba T. (2019). Wrong-way risk in credit valuation adjustment of credit default swap with copulas. Tokyo: IMES.
MLA
Adachi Tetsuya, Institute for Monetary and Economic Studies, Sueshige and Yoshiba Toshinao. Wrong-way risk in credit valuation adjustment of credit default swap with copulas. Tokyo: IMES. 2019.
TextSeries: IMES discussion papers ; 2019-E-1Publication details: Tokyo IMES 2019Description: 42pSubject(s): Online resources:
Working Papers (Electronic)
