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~isPartOf:"International journal of theoretical and applied finance"
~person:"El Hajjaji, Omar"
~person:"Kato, Takashi"
~subject:"CVA"
~subject:"Digitalisierung"
~subject:"Risikomaß"
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International journal of theoretical and applied finance
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CVA with wrong way risk : sensitivities, volatility and hedging
El Hajjaji, Omar
;
Subbotin, Alexander
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011403747
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2
Theoretical sensitivity analysis for quantitative operational risk management
Kato, Takashi
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011733962
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