CONIC CVA AND DVA FOR OPTION PORTFOLIOS.
| Autor: | VAN BAKEL, SJOERD1 (AUTHOR) sjoerd.van.bakel@nl.abnamro.com, BOROVKOVA, SVETLANA2 (AUTHOR) s.a.borovkova@vu.nl, MICHIELON, MATTEO1 (AUTHOR) matteo.michielon@nl.abnamro.com |
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| Zdroj: | International Journal of Theoretical & Applied Finance. Aug2020, Vol. 23 Issue 05, pN.PAG-N.PAG. 30p. |
| Databáze: | Business Source Ultimate |
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