Rational Multi-Curve Models with Counterparty-Risk Valuation Adjustments

Stéphane Crépey, Andrea Macrina, Tuyet A. Nguyen, David Skovmand

Type: Preprint

Publication Date: 2015-01-01

Citations: 0

DOI: https://doi.org/10.48550/arxiv.1502.07397

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UCL Discovery (University College London) - View - PDF
arXiv (Cornell University) - View - PDF
Research at the University of Copenhagen (University of Copenhagen) - View - PDF
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