Type of publication: Book / Working Paper
Language: English
Notes:
García Muñoz, Luis Manuel (2013): CVA, FVA (and DVA?) with stochastic spreads. A feasible replication approach under realistic assumptions.
Classification: G12 - Asset Pricing ; G10 - General Financial Markets. General ; G13 - Contingent Pricing; Futures Pricing
Source:
BASE
Persistent link: https://www.econbiz.de/10015237874