An efficient, distributable, risk neutral framework for CVA calculation
Dongsheng Lu and Frank Juan
| Year of publication: |
2011
|
|---|---|
| Authors: | Lu, Dongsheng ; Juan, Frank |
| Published in: |
The IUP journal of financial risk management : IJFRM. - Hyderabad : IUP Publ., ISSN 0972-916X, ZDB-ID 2615394-4. - Vol. 8.2011, 2, p. 56-73
|
| Subject: | Theorie | Theory | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009295510