Bilateral Credit Valuation Adjustment of CDS Under Systemic and Correlated Idiosyncratic Risks
In: Frontiers of Mathematics, Jg. 19 (2024-03-01), Heft 2, S. 335-384
Online
academicJournal
Zugriff:
Titel: |
Bilateral Credit Valuation Adjustment of CDS Under Systemic and Correlated Idiosyncratic Risks
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Autor/in / Beteiligte Person: | Cai, Xiaorong ; Lin, Feng ; Yang, Jingping |
Link: | |
Zeitschrift: | Frontiers of Mathematics, Jg. 19 (2024-03-01), Heft 2, S. 335-384 |
Veröffentlichung: | 2024 |
Medientyp: | academicJournal |
ISSN: | 2731-8648 (print) ; 2731-8656 (print) |
DOI: | 10.1007/s11464-021-0472-1 |
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