Credit Value Adjustment with Market-implied Recovery
Crossref DOI link: https://doi.org/10.1007/s10693-018-0298-5
Published Online: 2018-05-01
Published Print: 2019-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
François, Pascal http://orcid.org/0000-0003-0164-0467
Jiang, Weiyu
Text and Data Mining valid from 2018-05-01
Article History
Received: 29 August 2016
Revised: 12 March 2018
Accepted: 22 April 2018
First Online: 1 May 2018