Analytical Expressions to Counterparty Credit Risk Exposures for Interest Rate Derivatives
Crossref DOI link: https://doi.org/10.1007/s10255-022-1074-8
Published Online: 2022-04-09
Published Print: 2022-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Li, Shuang
Peng, Cheng
Bao, Ying
Zhao, Yan-long
Cao, Zhen
Text and Data Mining valid from 2022-04-01
Version of Record valid from 2022-04-01
Article History
Received: 20 October 2020
Accepted: 23 June 2021
First Online: 9 April 2022