Evaluation of counterparty risk for derivatives with early-exercise features (Q1657201): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/j.jedc.2018.01.014 / rank
 
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Latest revision as of 07:26, 16 July 2024

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Evaluation of counterparty risk for derivatives with early-exercise features
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    Evaluation of counterparty risk for derivatives with early-exercise features (English)
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    13 August 2018
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    finance
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    credit risk
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    credit valuation adjustment
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    dynamic programming
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    computational method
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