Optimising the multilateral netting of fungible OTC derivatives (Q4555157)
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scientific article; zbMATH DE number 6981272
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimising the multilateral netting of fungible OTC derivatives |
scientific article; zbMATH DE number 6981272 |
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Optimising the multilateral netting of fungible OTC derivatives (English)
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19 November 2018
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counterparty risk
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OTC derivatives
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credit risk
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optimization
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graph theory
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