Work

A quantization approach to the counterparty credit exposure estimation

Year: 2020

Type: article

Source: International Review of Economics & Finance

DOI: 10.1016/j.iref.2020.08.005

Authors: Michele Bonollo, Luca Di Persio, Immacolata Oliva

Institutions: Politecnico di Milano, University of Verona, Sapienza University of Rome

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3124629329

FWCI:

Cites: 30

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Related to: 10