A computational approach to hedging credit valuation adjustment in a jump-diffusion setting (Q2661050)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A computational approach to hedging credit valuation adjustment in a jump-diffusion setting |
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A computational approach to hedging credit valuation adjustment in a jump-diffusion setting (English)
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1 April 2021
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computational finance
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dynamic hedging
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credit valuation adjustment (CVA)
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Merton jump-diffusion
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counterparty credit risk (CCR)
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xVA hedging
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