Research Output 2015 2019

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Book chapter
2018

Calibration of CIR processes to CVA data and applications to estimation of Market Price of Risk

Hvolby, T., Christensen, B. J. & Høg, E., 2018, Essays on Risk and Fair Pricing: PhD Thesis. Aalborg University, p. 89-135 (PhD Series, Faculty of Engineering and Science, Aalborg University).

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Open Access