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Munich Personal RePEc Archive

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Group by: Date | Item ID
Number of items: 7.

85575

Lee, David (2018): Pricing Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment.

114147

Lee, David (2022): Pricing Cancellation Product.

114283

Lee, David (2022): Generic Price Model for Commodity Derivatives.

117775

Lee, David (2023): An Analytic Solution for Valuing Guaranteed Equity Securities.

118578

Lee, David (2023): Default Forecasting and Credit Valuation Adjustment.

118678

Lee, David (2023): Modeling Collateralization and Its Economic Significance.

120350

Lee, David (2024): Hedge Fund Investment Returns and Performance.

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