An efficient, distributable, risk neutral framework for CVA calculation
Dongsheng Lu and Frank Juan
| Year of publication: |
2011
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| Authors: | Lu, Dongsheng ; Juan, Frank |
| Published in: |
The IUP journal of financial risk management : IJFRM. - Hyderabad : IUP Publ, ISSN 0972-916X, ZDB-ID 26153944. - Vol. 8.2011, 2, p. 56-73
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| Type of publication: | Article |
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| Language: | English |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009888500