Author:
Li Shuang,Peng Cheng,Bao Ying,Zhao Yanlong
Subject
Economics and Econometrics,Finance
Reference16 articles.
1. Antonov, A., Issakov, S., & Mechkov, S. (2011). Algorithmic exposure and CVA for exotic derivatives.
2. Modelling, pricing, and hedging counterparty credit exposure: A technical guide;Cesari,2009
3. On the estimation of credit exposures using regression-based Monte Carlo simulation;Schoftner;Journal of Credit Risk,2008
4. A benchmark approach of counterparty credit exposure of Bermudan option under Lvy Process: The Monte Carlo-COS Method;Shen;Procedia Computer Science,2013
5. Counterparty credit exposures for interest rate derivatives using the stochastic grid bundling method;Karlsson;Applied Mathematical Finance,2016
Cited by
3 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献