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CVA and FVA to Derivatives Tra...
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International journal of theoretical and applied finance
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CVA and FVA to derivatives trades collateralized by cash
Wu, Lixin
- In:
International journal of theoretical and applied finance
18
(
2015
)
5
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011403893
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2
xVA : definition, evaluation and risk management
Wu, Lixin
;
Zhang, Dawei
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012270895
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