Disentangling wrong-way risk: pricing credit valuation adjustment via change of measures (Q1749526)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Disentangling wrong-way risk: pricing credit valuation adjustment via change of measures |
scientific article; zbMATH DE number 6869356
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Disentangling wrong-way risk: pricing credit valuation adjustment via change of measures |
scientific article; zbMATH DE number 6869356 |
Statements
Disentangling wrong-way risk: pricing credit valuation adjustment via change of measures (English)
0 references
17 May 2018
0 references
counterparty risk
0 references
credit valuation adjustment
0 references
wrong-way risk
0 references
drift adjustment
0 references
0 references
0 references
0 references
0 references
0 references
0 references
