CONIC CVA AND DVA FOR OPTION PORTFOLIOS.
In: International Journal of Theoretical & Applied Finance, Jg. 23 (2020-08-01), Heft 05, S. N.PAG- (30S.)
Online
academicJournal
Zugriff:
Titel: |
CONIC CVA AND DVA FOR OPTION PORTFOLIOS.
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Autor/in / Beteiligte Person: | VAN BAKEL, SJOERD ; BOROVKOVA, SVETLANA ; MICHIELON, MATTEO |
Link: | |
Zeitschrift: | International Journal of Theoretical & Applied Finance, Jg. 23 (2020-08-01), Heft 05, S. N.PAG- (30S.) |
Veröffentlichung: | 2020 |
Medientyp: | academicJournal |
ISSN: | 0219-0249 (print) |
DOI: | 10.1142/S0219024920500326 |
Sonstiges: |
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