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International journal of theoretical and applied finance
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ECONIS (ZBW)
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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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2
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
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3
Efficient computation of exposure profiles on real-world and risk-neutral scenarios for Bermudan swaptions
Feng, Qian
;
Jain, Shashi
;
Karlsson, Patrik
;
Kandhai, Drona
- In:
The journal of computational finance
20
(
2016
)
1
,
pp. 139-172
Persistent link: https://www.econbiz.de/10011639641
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4
CVA for Cliquet options under Heston model
Feng, Yaqin
;
Wang, Min
;
Zhang, Yuanqing
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 272-282
Persistent link: https://www.econbiz.de/10012120248
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5
Credit markets with time-inconsistent agents and strategic loan default
Bhattacharya, Joydeep
;
Bishnu, Monisankar
;
Wang, Min
-
2023
Persistent link: https://www.econbiz.de/10014446510
Saved in:
6
Credit markets with time-inconsistent agents and strategic loan default
Bhattacharya, Joydeep
;
Bishnu, Monisankar
;
Wang, Min
-
2022
Persistent link: https://www.econbiz.de/10015053837
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