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García Muñoz, Luis Manuel and de Lope Contreras, Fernando and Palomar Burdeus, Juan Esteban (2015): Pricing Derivatives in the New Framework: OIS Discounting, CVA, DVA & FVA.
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Giandomenico, Rossano (2006): Martingale Model.
Giandomenico, Rossano (2006): Pricing of the Policy Life in Absence of Default Risk and Asset Liability Management.
Giandomenico, Rossano (2008): Valuing Coupon Bond Linked to Variable Interest Rate.
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