Credit derivative evaluation and CVA under the benchmark approach (Q2013322)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Credit derivative evaluation and CVA under the benchmark approach |
scientific article; zbMATH DE number 6761454
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Credit derivative evaluation and CVA under the benchmark approach |
scientific article; zbMATH DE number 6761454 |
Statements
Credit derivative evaluation and CVA under the benchmark approach (English)
0 references
17 August 2017
0 references
credit derivatives
0 references
credit valuation adjustment
0 references
benchmark approach
0 references
affine processes
0 references
real world pricing
0 references
0 references
0.8158972263336182
0 references
0.8120507001876831
0 references
0.808868944644928
0 references
0.7955527901649475
0 references
0.79535973072052
0 references
