Handling model risk with XVAs
Cyril Bénézet and Stéphane Crépey
| Year of publication: |
2024
|
|---|---|
| Authors: | Bénézet, Cyril ; Crépey, Stéphane |
| Published in: |
Frontiers of mathematical finance : FMF. - Springfield, MO : AIMS, LLC, ISSN 2769-6715, ZDB-ID 3180026-9. - Vol. 3.2024, 4, p. 490-519
|
| Subject: | Risiko | Risk | Risikomanagement | Risk management | Theorie | Theory | Risikomodell | Risk model |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3934/fmf.2024016 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015376085