Integrated structural approach to credit value adjustment
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Publication:1991244
DOI10.1016/j.ejor.2018.07.026zbMath1403.91383OpenAlexW2884805384MaRDI QIDQ1991244
Daniele Marazzina, Gianluca Fusai, Laura Ballotta
Publication date: 30 October 2018
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://openaccess.city.ac.uk/id/eprint/20104/1/Integrated%20structural%20approach%20to%20Credit%20Value%20Adjustment.pdf
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