Toward a coherent Monte Carlo simulation of CVA (Q742082)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Toward a coherent Monte Carlo simulation of CVA |
scientific article; zbMATH DE number 6345432
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Toward a coherent Monte Carlo simulation of CVA |
scientific article; zbMATH DE number 6345432 |
Statements
Toward a coherent Monte Carlo simulation of CVA (English)
0 references
17 September 2014
0 references
CVA
0 references
CVA sensitivity
0 references
Malliavin calculus
0 references
0.83560604
0 references
0.82737875
0 references
0.82238793
0 references
0 references
0.81852984
0 references
0.81408554
0 references
