Credit, funding, margin, and capital valuation adjustments for bilateral portfolios
Crossref DOI link: https://doi.org/10.1186/s41546-017-0019-2
Published Online: 2017-06-26
Published Print: 2017-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Albanese, Claudio
Caenazzo, Simone
Crépey, Stéphane
License valid from 2017-06-26