Extremal dependence for bilateral credit valuation adjustments (Q2836220)
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scientific article; zbMATH DE number 6662238
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extremal dependence for bilateral credit valuation adjustments |
scientific article; zbMATH DE number 6662238 |
Statements
8 December 2016
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model risk
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counterparty credit risk
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credit valuation adjustments
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wrong way risk
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mass-transportation
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Extremal dependence for bilateral credit valuation adjustments (English)
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