BILATERAL COUNTERPARTY RISK UNDER FUNDING CONSTRAINTS—PART II: CVA (Q5175222): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1111/mafi.12005 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1762134087 / rank | |||
Normal rank | |||
Revision as of 01:11, 20 March 2024
scientific article; zbMATH DE number 6406600
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BILATERAL COUNTERPARTY RISK UNDER FUNDING CONSTRAINTS—PART II: CVA |
scientific article; zbMATH DE number 6406600 |
Statements
BILATERAL COUNTERPARTY RISK UNDER FUNDING CONSTRAINTS—PART II: CVA (English)
0 references
20 February 2015
0 references
counterparty risk
0 references
funding costs
0 references
credit valuation adjustment
0 references
backward stochastic differential equation
0 references
