"Integrated structural approach to Credit Value Adjustment."

Laura Ballotta, Gianluca Fusai, Daniele Marazzina (2019)

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DOI: 10.1016/J.EJOR.2018.07.026

access: closed

type: Journal Article

metadata version: 2020-02-21

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Laura Ballotta, Gianluca Fusai, Daniele Marazzina:
Integrated structural approach to Credit Value Adjustment. Eur. J. Oper. Res. 272(3): 1143-1157 (2019)

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