Amir Memartoluie

Independent

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Scholarly Papers (1)

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Worst-Case Copulas, Mass Transportation and Wrong-Way Risk in Counterparty Credit Risk Management

Posted: 31 Mar 2013
Amir Memartoluie, David Saunders and Tony S. Wirjanto
Independent, University of Waterloo and University of Waterloo - School of Accounting and Finance

Abstract:

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Conterparty Credit Risk, Wrong-way Risk, Mass Transportation