Results 251 to 252 of about 121,966 (252)

Bilateral Credit Valuation Adjustment of CDS Under Systemic and Correlated Idiosyncratic Risks

Frontiers of Mathematics
Xiaorong Cai, Feng Lin, Jingping Yang
semanticscholar   +1 more source

Credit valuation adjustment of cap and floor with counterparty risk: a structural pricing model for vulnerable European options

Review of Derivatives Research, 2016
Lie-Jane Kao
semanticscholar   +2 more sources