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~isPartOf:"Quantitative finance"
~person:"Bormetti, Giacomo"
~subject:"Credit"
~subject:"Insolvency"
~subject:"Zinsstruktur"
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Impact of multiple curve dynamics in credit valuation adjustments under collateralization
Bormetti, Giacomo
;
Brigo, Damiano
;
Francischello, Marco
; …
- In:
Quantitative finance
18
(
2018
)
1
,
pp. 31-44
Persistent link: https://www.econbiz.de/10011905822
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