CVA AND VULNERABLE OPTIONS IN STOCHASTIC VOLATILITY MODELS (Q4994443)
From MaRDI portal
scientific article; zbMATH DE number 7360859
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CVA AND VULNERABLE OPTIONS IN STOCHASTIC VOLATILITY MODELS |
scientific article; zbMATH DE number 7360859 |
Statements
CVA AND VULNERABLE OPTIONS IN STOCHASTIC VOLATILITY MODELS (English)
0 references
18 June 2021
0 references
credit value adjustment (CVA)
0 references
vulnerable options
0 references
stochastic volatility model
0 references
intensity approach
0 references
