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Replication-Consistent Liquidity Forecasting for Derivatives -- Forward Funding Sensitivities and a Liquidity Valuation Adjustment for Settlement Lags

Fuente: arXiv

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Détails bibliographiques
Auteur principal:	Fries, Christian P.
Format:	Preprint
Publié:	2026
Sujets:	Pricing of Securities Computational Finance Risk Management 91G20 G.3; I.6.8; G.1.4
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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