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Article Source: The Network of Counterparty Risk: Analysing Correlations in OTC Derivatives
Nanumyan V, Garas A, Schweitzer F (2015) The Network of Counterparty Risk: Analysing Correlations in OTC Derivatives. PLOS ONE 10(9): e0136638. https://doi.org/10.1371/journal.pone.0136638

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