![](/img/cover-not-exists.png)
OneâFactor HullâWhite Model Calibration for CVA Part I: Instrument Selection with a Kink
Puetter, Christoph M., Renzitti, StefanoVolume:
2020
Journal:
Wilmott
DOI:
10.1002/wilm.10891
Date:
November, 2020
File:
PDF, 289 KB
2020