Coalition Formation Game for Cost-Efficient Multiparty Payment Channel in Payment Channel Networks. [PDF]
Sensors (Basel), 2023 Kim W.
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AIMS MathematicsWe derive the explicit pricing formulas for vulnerable options under a stochastic volatility model with stochastic long-term mean. We extend the He and Chen model to incorporate counterparty default risk and derive explicit solutions for option prices ...
So-Yoon Cho, Geonwoo Kim
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Microprudential bank capital regulation in a complex system. [PDF]
Heliyon, 2023 McKeever D.
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Credit Calibration with Structural Models: The Lehman case and Equity Swaps under Counterparty Risk [PDF]
, 2009 Damiano Brigo +2 more
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Counterparty Credit Risk Introduction
, 2022 Counterparty Credit Risk (CCR) is the risk of a counterparty not fully meeting their financial obligations. In attempting to manage this risk the probability, magnitude, and possible offsetting effects must be estimated.
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How does risk information dissemination affect risk contagion in the interbank market? [PDF]
PLoS One, 2022 Li Z, Liu X.
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Counterparty Risk Valuation for Energy-Commodities Swaps: Impact of Volatilities and Correlation
, 2008 Damiano Brigo +2 more
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A Mellin Transform Approach to the Pricing of Options with Default Risk. [PDF]
Comput Econ, 2022 Choi SY, Veng S, Kim JH, Yoon JH.
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VERIFICATION OF COUNTERPARTIES AS AN ELEMENT OF THE ORGANIZATION'S ECONOMIC SECURITY SYSTEM
, 2021 Ol'ga Tereshkina, Daria Gurnina
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Communicating with Your Department Chair: A Primer on How to Advocate for Your IR Section. [PDF]
Semin Intervent Radiol, 2023 Spies JB.
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