Explicit expressions to counterparty credit exposures for Forward and European Option
Shuang Li, Cheng Peng, Ying Bao, Yanlong Zhao
| Year of publication: |
2020
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|---|---|
| Authors: | Li, Shuang ; Peng, Cheng ; Bao, Ying ; Zhao, Yanlong |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 52.2020, p. 1-14
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| Subject: | Counterparty credit exposure | Explicit expressions | Forward | European Option | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Kreditrisiko | Credit risk | Optionsgeschäft | Option trading | EU-Staaten | EU countries |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2019.101130 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012656950