دورية أكاديمية
Bilateral Credit Valuation Adjustment of CDS Under Systemic and Correlated Idiosyncratic Risks
العنوان: | Bilateral Credit Valuation Adjustment of CDS Under Systemic and Correlated Idiosyncratic Risks |
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المؤلفون: | Cai, Xiaorong, Lin, Feng, Yang, JingpingAff1, IDs1146402104721_cor3 |
المصدر: | Frontiers of Mathematics. 19(2):335-384 |
قاعدة البيانات: | Springer Nature Journals |
تدمد: | 27318648 27318656 |
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DOI: | 10.1007/s11464-021-0472-1 |