WRONG-WAY RISK CVA MODELS WITH ANALYTICAL EPE PROFILES UNDER GAUSSIAN EXPOSURE DYNAMICS (Q4595298): Difference between revisions

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+Credit default swap calibration and derivatives pricing with the SSRD stochastic intensity model
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+Counterparty Credit Risk, Collateral and Funding
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+ARBITRAGE‐FREE BILATERAL COUNTERPARTY RISK VALUATION UNDER COLLATERALIZATION AND APPLICATION TO CREDIT DEFAULT SWAPS
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+Modelling, pricing, and hedging counterparty credit exposure. A technical guide
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+Counterparty risk and funding: immersion and beyond
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+INFORMATIONALLY DYNAMIZED GAUSSIAN COPULA
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+DYNAMIC DEFAULTABLE TERM STRUCTURE MODELING BEYOND THE INTENSITY PARADIGM
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