Unilateral counterparty risk valuation of CDS using a regime-switching intensity model (Q2446699): Difference between revisions
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Revision as of 09:13, 5 March 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)
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17 April 2014
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credit default swaps
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counterparty risk
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credit valuation adjustment
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interacting intensities
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regime-switching
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