Pricing derivatives with counterparty risk and collateralization: a fixed point approach (Q320989): Difference between revisions
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Revision as of 23:58, 4 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing derivatives with counterparty risk and collateralization: a fixed point approach |
scientific article |
Statements
Pricing derivatives with counterparty risk and collateralization: a fixed point approach (English)
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7 October 2016
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bilateral counterparty risk
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collateralization
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credit valuation adjustment
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fixed point method contraction mapping
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