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Wang, Min
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Journal of mathematical finance
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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CVA for Cliquet options under Heston model
Feng, Yaqin
;
Wang, Min
;
Zhang, Yuanqing
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 272-282
Persistent link: https://www.econbiz.de/10012120248
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2
CVA under Bates model with stochastic default intensity
Feng, Yaqin
- In:
Journal of mathematical finance
7
(
2017
)
3
,
pp. 682-698
Persistent link: https://www.econbiz.de/10011752457
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