BILATERAL COUNTERPARTY RISK UNDER FUNDING CONSTRAINTS—PART II: CVA (Q5175222)
From MaRDI portal
scientific article; zbMATH DE number 6406600
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BILATERAL COUNTERPARTY RISK UNDER FUNDING CONSTRAINTS—PART II: CVA |
scientific article; zbMATH DE number 6406600 |
Statements
BILATERAL COUNTERPARTY RISK UNDER FUNDING CONSTRAINTS—PART II: CVA (English)
0 references
20 February 2015
0 references
counterparty risk
0 references
funding costs
0 references
credit valuation adjustment
0 references
backward stochastic differential equation
0 references
0 references
0 references
