Locally Risk-Minimizing Hedging of Counterparty Risk for Portfolio of Credit Derivatives
Crossref DOI link: https://doi.org/10.1007/s00245-018-9549-y
Published Online: 2019-01-01
Published Print: 2020-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Bo, Lijun
Ceci, Claudia
Text and Data Mining valid from 2019-01-01
Version of Record valid from 2019-01-01
Article History
First Online: 1 January 2019