Explicit formulas for pricing credit-linked notes with counterparty risk under reduced-form framework (Q5382667)
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scientific article; zbMATH DE number 7067497
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explicit formulas for pricing credit-linked notes with counterparty risk under reduced-form framework |
scientific article; zbMATH DE number 7067497 |
Statements
Explicit formulas for pricing credit-linked notes with counterparty risk under reduced-form framework (English)
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18 June 2019
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credit-linked note
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reduced-form
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CVA
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