BOUNDING WRONG-WAY RISK IN CVA CALCULATION
Author:
Affiliation:
1. Columbia University
Publisher
Wiley
Subject
Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/mafi.12141/fullpdf
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4. An Iterative Procedure for General Probability Measures to Obtain I-Projections onto Intersections of Convex Sets;Bhattacharya;Ann. Stat.,2006
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