Wrong Way Risk Modeling and Computation in Credit Valuation Adjustment for European and Bermudan Options
Year of publication: |
2016
|
---|---|
Authors: | Feng, Qian |
Other Persons: | Oosterlee, Cornelis W. (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Kreditrisiko | Credit risk | Optionspreistheorie | Option pricing theory | EU-Staaten | EU countries |
Extent: | 1 Online-Ressource (33 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 15, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2852819 [DOI] |
Classification: | C63 - Computational Techniques ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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