Work

Bilateral credit valuation adjustment for large credit derivatives portfolios

Year: 2013

Type: article

Source: Finance and Stochastics

DOI: 10.1007/s00780-013-0217-4

Authors: Lijun Bo, Agostino Capponi

Institutions: Xidian University, Johns Hopkins University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2953155652

FWCI: 5.248

Cites: 34

Cited by: 26

Related to: 10