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~isPartOf:"Die Bank"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"Wiley trading series"
~person:"Bao, Ying"
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Counterparty credit exposure
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Bao, Ying
Beilner, Thomas
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Die Bank
The North American journal of economics and finance : a journal of financial economics studies
Wiley trading series
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Sensitivity-based Conditional Value at Risk (SCVaR) : an efficient measurement of credit exposure for options
Shi, Ruoshi
;
Zhao, Yanlong
;
Bao, Ying
;
Peng, Cheng
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013539080
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2
Explicit expressions to counterparty credit exposures for Forward and European Option
Li, Shuang
;
Peng, Cheng
;
Bao, Ying
;
Zhao, Yanlong
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012656950
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