Evaluation of counterparty risk for derivatives with early-exercise features (Q1657201)
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scientific article; zbMATH DE number 6916823
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| English | Evaluation of counterparty risk for derivatives with early-exercise features |
scientific article; zbMATH DE number 6916823 |
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Evaluation of counterparty risk for derivatives with early-exercise features (English)
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13 August 2018
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finance
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credit risk
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credit valuation adjustment
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dynamic programming
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computational method
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0.7976213693618774
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0.796879231929779
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0.7748818397521973
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0.7707658410072327
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0.7666800618171692
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