A computational approach to hedging Credit Valuation Adjustment in a jump-diffusion setting

Thomas van der Zwaard, Lech A. Grzelak, Cornelis W. Oosterlee

Research output: Contribution to journalArticleScientificpeer-review

2 Citations (Scopus)

Fingerprint

Dive into the research topics of 'A computational approach to hedging Credit Valuation Adjustment in a jump-diffusion setting'. Together they form a unique fingerprint.

INIS

Economics, Econometrics and Finance