Handling model risk with XVAs (Q7026549)
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scientific article; zbMATH DE number 7985370
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Handling model risk with XVAs |
scientific article; zbMATH DE number 7985370 |
Statements
Handling model risk with XVAs (English)
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18 February 2025
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pricing models
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model risk
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calibration
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transaction costs
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cross valuation adjustments (XVAs)
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