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CVA wrong way risk via change of measure : actuarial vs risk-neutral pricing

Bibliographic reference Brigo, Damiano ; Vrins, Frédéric. CVA wrong way risk via change of measure : actuarial vs risk-neutral pricing.Innovatios in Insurance, Risk- and Asset Management (Munich, Germany, du 05/04/2017 au 07/04/2017).
Permanent URL http://hdl.handle.net/2078.1/184550