A Markov Chain Copula Model for Credit Default Swaps with Bilateral Counterparty Risk (Q2815378): Difference between revisions
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Revision as of 08:40, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Markov Chain Copula Model for Credit Default Swaps with Bilateral Counterparty Risk |
scientific article |
Statements
A Markov Chain Copula Model for Credit Default Swaps with Bilateral Counterparty Risk (English)
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28 June 2016
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bilateral counterparty risk
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credit default swaps
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Markov chain
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Markov copulae approach
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unilateral counterparty risk
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