Unilateral counterparty risk valuation of CDS using a regime-switching intensity model (Q2446699): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 23:11, 2 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unilateral counterparty risk valuation of CDS using a regime-switching intensity model |
scientific article |
Statements
Unilateral counterparty risk valuation of CDS using a regime-switching intensity model (English)
0 references
17 April 2014
0 references
credit default swaps
0 references
counterparty risk
0 references
credit valuation adjustment
0 references
interacting intensities
0 references
regime-switching
0 references
