Estimating the counterparty risk exposure by using the Brownian motion local time (Q2011920): Difference between revisions
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Revision as of 23:37, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the counterparty risk exposure by using the Brownian motion local time |
scientific article |
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Estimating the counterparty risk exposure by using the Brownian motion local time (English)
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27 July 2017
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counterparty credit risk
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exposure at default
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local times Brownian motion
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over-the-counter derivatives
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Basel financial framework
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