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  1. Credit Value Adjustment: Comparison between constant and dynamic market-implied recovery
    By : Asseau, Ange[UCL] Directed by : Vrins, Frédéric[UCL] (2020) Louvain School of Management

  2. CVA VaR: Analytical approximation vs Basel standard formulae
    By : Brou, Bertrand[UCL] Directed by : Vrins, Frédéric[UCL] (2020) Faculté des sciences

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