Unilateral counterparty risk valuation for CDS under a regime switching interacting intensities model (Q1934584): 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/10.1007/s10690-012-9155-y / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1993414636 / rank | |||
Normal rank | |||
Revision as of 19:58, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unilateral counterparty risk valuation for CDS under a regime switching interacting intensities model |
scientific article |
Statements
Unilateral counterparty risk valuation for CDS under a regime switching interacting intensities model (English)
0 references
29 January 2013
0 references
credit default swaps
0 references
counterparty risk
0 references
credit valuation adjustment
0 references
interacting intensity
0 references
regime switching
0 references
