Toward a coherent Monte Carlo simulation of CVA (Q742082): Difference between revisions
From MaRDI portal
Normalize DOI. |
Normalize DOI. |
||
Property / DOI | |||
Property / DOI: 10.1515/MCMA-2013-0026 / rank | |||
Property / DOI | |||
Property / DOI: 10.1515/MCMA-2013-0026 / rank | |||
Normal rank |
Latest revision as of 02:47, 10 December 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Toward a coherent Monte Carlo simulation of CVA |
scientific article |
Statements
Toward a coherent Monte Carlo simulation of CVA (English)
0 references
17 September 2014
0 references
CVA
0 references
CVA sensitivity
0 references
Malliavin calculus
0 references