Simultaneous Hedging of Regulatory and Accounting CVA
From MaRDI portal
Publication:4689906
DOI10.1007/978-3-319-33446-2_6zbMath1398.91634MaRDI QIDQ4689906
Publication date: 22 October 2018
Published in: Innovations in Derivatives Markets (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-33446-2_6
91G40: Credit risk
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