Explicit expressions to counterparty credit exposures for Forward and European Option
Year of publication: |
2020
|
---|---|
Authors: | Li, Shuang ; Peng, Cheng ; Bao, Ying ; Zhao, Yanlong |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 52.2020, p. 1-14
|
Subject: | Counterparty credit exposure | Explicit expressions | Forward | European Option | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Kreditrisiko | Credit risk | EU-Staaten | EU countries | Optionsgeschäft | Option trading |
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