Positive XVAs
type: Item
instance of: scholarly article
title: Positive XVAs
zbMATH Open document ID: 1500.91134
author: Stéphane Crépey
published in: Frontiers of Mathematical Finance
publication date: 2022-10-19T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G40
zbMATH DE Number: 7604124
zbMATH Keywords: counterparty risk
zbMATH Keywords: market incompleteness
zbMATH Keywords: credit valuation adjustment (CVA)
zbMATH Keywords: funding valuation adjustment (FVA)
zbMATH Keywords: capital valuation adjustment (KVA)
zbMATH Keywords: wealth transfer
zbMATH Keywords: central counterparties (CCP)
MaRDI profile type: Publication
full work available at URL: fmf.2022003
OpenAlex ID: W4293215052
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DOI: 10.3934/FMF.2022003
description: scientific article; zbMATH DE number 7604124