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Chapter title |
Tight Semi-model-free Bounds on (Bilateral) CVA
|
---|---|
Chapter number | 4 |
Book title |
Innovations in Derivatives Markets
|
Published by |
Springer, Cham, December 2016
|
DOI | 10.1007/978-3-319-33446-2_4 |
Book ISBNs |
978-3-31-933445-5, 978-3-31-933446-2
|
Authors |
Jördis Helmers, Jan-J. Rückmann, Ralf Werner |