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
Wrong way risk corrections to CVA in CIR reduced-form models - MaRDI portal

Wrong way risk corrections to CVA in CIR reduced-form models (Q6060556)

From MaRDI portal
scientific article; zbMATH DE number 7760922
Language Label Description Also known as
English
Wrong way risk corrections to CVA in CIR reduced-form models
scientific article; zbMATH DE number 7760922

    Statements

    title
    Wrong way risk corrections to CVA in CIR reduced-form models (English)
    0 references
    author
    Fabio Antonelli
    0 references
    Alessandro Ramponi
    0 references
    Sergio Scarlatti
    0 references
    publication date
    3 November 2023
    0 references
    zbMATH Keywords
    credit value adjustment
    0 references
    vulnerable options
    0 references
    counterparty credit risk
    0 references
    wrong way risk
    0 references

    Identifiers

    zbMATH DE Number
    7760922
    0 references
    OpenAlex ID
    W4387667715
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q6060556&oldid=39676095"
    Powered by MediaWiki