Simultaneous hedging of regulatory and accounting CVA (Q4689906)
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scientific article; zbMATH DE number 6959384
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Simultaneous hedging of regulatory and accounting CVA |
scientific article; zbMATH DE number 6959384 |
Statements
Simultaneous Hedging of Regulatory and Accounting CVA (English)
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22 October 2018
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CVA risk charge
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accounting CVA
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hedging
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optimization
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0.8097352385520935
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0.7794918417930603
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0.7711906433105469
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0.7692165374755859
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0.7467558979988098
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