Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Tight Semi-model-free Bounds on (Bilateral) CVA - MaRDI portal

Tight Semi-model-free Bounds on (Bilateral) CVA (Q4689903)

From MaRDI portal
scientific article; zbMATH DE number 6959382
Language Label Description Also known as
English
Tight Semi-model-free Bounds on (Bilateral) CVA
scientific article; zbMATH DE number 6959382

    Statements

    title
    Tight Semi-model-free Bounds on (Bilateral) CVA (English)
    0 references
    author
    Jördis Helmers
    0 references
    Ralf Werner
    0 references
    Jan-Joachim Rückmann
    0 references
    publication date
    22 October 2018
    0 references
    zbMATH Keywords
    counterparty credit risk
    0 references
    CVA
    0 references
    tight bounds
    0 references
    mass transportation problem
    0 references

    Identifiers

    zbMATH DE Number
    6959382
    0 references
    OpenAlex ID
    W2559278772
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q4689903&oldid=36438298"
    Powered by MediaWiki