Counterparty credit risk and derivatives pricing
Year of publication: |
2019
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Authors: | Li, Gang ; Zhang, Chu |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 134.2019, 3, p. 647-668
|
Subject: | Counterparty credit risk | Mitigating mechanism | Options pricing with vulnerability | Derivative warrants | Kreditrisiko | Credit risk | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Risikomanagement | Risk management | OTC-Handel | OTC market |
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