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~subject:"Kreditrisiko"
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Kreditrisiko
Bermudan options
32
Optionspreistheorie
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Option pricing theory
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Feng, Qian
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Graaf, Cornelis S. L. de
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Kandhai, Drona
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Oosterlee, Cornelis W.
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International journal of theoretical and applied finance
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Computing credit valuation adjustment for
Bermudan
options
with wrong way risk
Feng, Qian
;
Oosterlee, Cornelis Willebrordus
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011787454
Saved in:
2
Efficient computation of exposure profiles for counterparty credit risk
Graaf, Cornelis S. L. de
;
Feng, Qian
;
Kandhai, Drona
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10010391508
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