Disentangling wrong-way risk: pricing credit valuation adjustment via change of measures
BRIGO, Damiano, VRINS, FrédéricVolume:
269
Language:
english
Journal:
European Journal of Operational Research
DOI:
10.1016/j.ejor.2018.03.015
Date:
September, 2018
File:
PDF, 1.04 MB
english, 2018