Replication Code for: "Loss Sharing in Central Clearinghouses: Winners and Losers"
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资源简介：
This Matlab code replicates the figures from the paper "Loss Sharing in Central Clearinghouses: Winners and Losers" by Kubitza, Pelizzon and Getmansky Sherman (2023), Review of Asset Pricing Studies.
创建时间：
2023-12-20
