Evaluation of credit value adjustment in K-forward (Q2404546)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Evaluation of credit value adjustment in K-forward |
scientific article |
Statements
Evaluation of credit value adjustment in K-forward (English)
0 references
19 September 2017
0 references
credit value adjustment
0 references
K-forward
0 references
longevity risk
0 references
multivariate time series
0 references
risk-neutral default probability
0 references
