scientific article; zbMATH DE number 6316407

zbMath1294.91005MaRDI QIDQ5169724

Stéphane Crépey, Tomasz R. Bielecki

Publication date: 11 July 2014

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

copulacredit riskcounterparty riskfundingcredit valuation adjustment (CVA)BSDE modeling

Mathematics Subject Classification ID

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