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N°14-63: To Fully Net or Not to Net: Adverse Effects of Partial Multilateral Netting, H. Amini, D. Filipovic, and A. Minca, 2014.
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N°14-63: To Fully Net or Not to Net: Adverse Effects of Partial Multilateral Netting, H. Amini, D. Filipovic, and A. Minca, 2014.
Autor
D. Filipović
,
H. Amini, A. Minca
Kategorie
Working Papers
Link
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2516974