Efficient computation of exposure profiles for counterparty credit risk

CSL de Graaf, Q Feng, D Kandhai, CW Oosterlee

Research output: Contribution to journalArticleScientificpeer-review

12 Citations (Scopus)
Original languageEnglish
Pages (from-to)1-23
Number of pages23
JournalInternational Journal of Theoretical and Applied Finance
Volume17
Issue number4
DOIs
Publication statusPublished - 2014

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