Dynamic investment and counterparty risk (Q1705168)
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scientific article; zbMATH DE number 6850152
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic investment and counterparty risk |
scientific article; zbMATH DE number 6850152 |
Statements
Dynamic investment and counterparty risk (English)
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14 March 2018
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counterparty risk
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dynamic programming
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credit default swaps
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0.88186944
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0.8814444
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0.86786133
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0.8674038
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