CVA with Wrong-Way Risk in the Presence of Early Exercise (Q4689905)
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scientific article; zbMATH DE number 6959383
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CVA with Wrong-Way Risk in the Presence of Early Exercise |
scientific article; zbMATH DE number 6959383 |
Statements
CVA with Wrong-Way Risk in the Presence of Early Exercise (English)
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22 October 2018
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American and Bermudan options
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wrong-way risk
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credit value adjustment
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