Work

Counterparty credit risk and derivatives pricing

Year: 2019

Type: article

Source: Journal of Financial Economics

DOI: 10.1016/j.jfineco.2019.04.011

Authors: Gang Li, Chu Zhang

Institutions: Hong Kong Polytechnic University, Hong Kong University of Science and Technology

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: Research Grants Council, University Grants Committee

OpenAlex ID: W2940539650

FWCI: 3.636

Cites: 39

Cited by: 18

Related to: 10