Pages that link to "Item:Q1657201"
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The following pages link to Evaluation of counterparty risk for derivatives with early-exercise features (Q1657201):
Displaying 8 items.
- Pricing vulnerable European options under Lévy process with stochastic volatility (Q1727064) (← links)
- Estimating the counterparty risk exposure by using the Brownian motion local time (Q2011920) (← links)
- Analytical expressions to counterparty credit risk exposures for interest rate derivatives (Q2125642) (← links)
- Computing valuation adjustments for counterparty credit risk using a modified supervisory approach (Q2211014) (← links)
- COMPUTING CREDIT VALUATION ADJUSTMENT FOR BERMUDAN OPTIONS WITH WRONG WAY RISK (Q4602499) (← links)
- CVA with Wrong-Way Risk in the Presence of Early Exercise (Q4689905) (← links)
- A Monte Carlo approach to American options pricing including counterparty risk (Q5031705) (← links)
- Affine term structure models: A time‐change approach with perfect fit to market curves (Q6054424) (← links)