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A multi-dimensional extension of the structural default model with firms'values driven by diffusion processes with Marshall-Olkin-inspired correlationstructure is presented. Semi-analytical methods for solving the forwardcalibration problem and backward pricing problem in three dimensions aredeveloped. The model is used to analyze bilateral counterparty risk for creditdefault swaps and evaluate the corresponding credit and debt value adjustments.

A structural approach to pricing credit default swaps with credit and debt value adjustments