CONIC CVA AND DVA FOR OPTION PORTFOLIOS (Q5147998)
From MaRDI portal
scientific article; zbMATH DE number 7303449
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CONIC CVA AND DVA FOR OPTION PORTFOLIOS |
scientific article; zbMATH DE number 7303449 |
Statements
CONIC CVA AND DVA FOR OPTION PORTFOLIOS (English)
0 references
29 January 2021
0 references
conic finance
0 references
CVA
0 references
DVA
0 references
bid-ask spread
0 references
liquidity
0 references
commodity option
0 references
futures option
0 references
distortion function
0 references
Wang transform
0 references
black model
0 references
