@phdthesis{4bc928591268489ab91984ba827e65f6,
title = "Advanced Estimation of Credit Valuation Adjustment",
keywords = "credit valuation adjustment (CVA), bundling, least-squares method, Monte Carlo simulation, wrong way risk (WWR), Bermudan option, expected exposure(EE), potential future exposure (PFE)",
author = "Qian Feng",
year = "2017",
doi = "10.4233/uuid:4bc92859-1268-489a-b919-84ba827e65f6",
language = "English",
isbn = "978-94-028-0589-5",
type = "Dissertation (TU Delft)",
school = "Delft University of Technology",
}