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Journal: Fractal Fract., 2023
Volume: 7
Number: 308

Article: Total Value Adjustment of Multi-Asset Derivatives under Multivariate CGMY Processes
Authors: by Fengyan Wu, Deng Ding, Juliang Yin, Weiguo Lu and Gangnan Yuan
Link: https://www.mdpi.com/2504-3110/7/4/308

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