Analytical Expressions to Counterparty Credit Risk Exposures for Interest Rate Derivatives
Shuang LI, Cheng PENG, Ying BAO, Yan-long ZHAO, Zhen CAO
Analytical Expressions to Counterparty Credit Risk Exposures for Interest Rate Derivatives
Shuang LI, Cheng PENG, Ying BAO, Yan-long ZHAO, Zhen CAO
应用数学学报(英文版) . 2022, (2): 254 -270 .  DOI: 10.1007/s10255-022-1074-8