One‐Factor Hull—White Model Calibration for CVA Part I : Instrument Selection with a Kink
| Year of publication: |
2020
|
|---|---|
| Authors: | Puetter, Christoph M. ; Renzitti, Stefano |
| Published in: |
Wilmott. - Wilmott Magazine Ltd, ISSN 1541-8286, ZDB-ID 2646544-9. - Vol. 2020.2020, 110 (04.12.), p. 72-76
|
| Publisher: |
Wilmott Magazine Ltd |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/wilm.10891 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012407842