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margin value adjustment (MVA)
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Acar, Sarp Kaya
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The journal of credit risk : published quarterly by Incisive Media
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Dynamic initial margin estimation based on quantiles of Johnson distributions
McWalter, Thomas A.
;
Kienitz, Jörg
;
Nowaczyk, Nikolai
; …
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
4
,
pp. 93-116
Persistent link: https://www.econbiz.de/10014247874
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