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Bilateral Credit Valuation Adjustment of CDS Under Systemic and Correlated Idiosyncratic Risks

Published Online: 2024-03-05

Published Print: 2024-03

Authors

Cai, Xiaorong

Lin, Feng

Yang, Jingping
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Text and Data Mining valid from 2024-03-01

Version of Record valid from 2024-03-01
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Article History

Received: 5 December 2021

Accepted: 14 March 2022

First Online: 5 March 2024

Ethics

: <b>Conflict of Interest</b> The authors declare no conflict of interest.

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