中国科学技术大学薄立军--中文主页-- Bilateral Credit Valuation Adjustment for Large Credit Derivatives Portfolios, (with A. Capponi) Finance and Stochastics, Vol. 18, No. 2, pp. 431-482, 2014 [ SSRN ]

薄立军 ( 教授 )
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Bilateral Credit Valuation Adjustment for Large Credit Derivatives Portfolios, (with A. Capponi) Finance and Stochastics, Vol. 18, No. 2, pp. 431-482, 2014 [ SSRN ]

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发布期刊链接：https://www.springer.com/journal/780，，https://link.springer.com/article/10.1007/s00780-013-0217-4

上一条： Counterparty Risk for CDS: Default Clustering Effects, (with A. Capponi) Journal of Banking and Finance, Vol. 52, pp. 29-42, 2015 [ SSRN ]

下一条： On the Default Probability in a Regime-Switching Regulated Market, (with Y. Wang and X. Yang) Methodology and Computing in Applied Probability, Vol. 16, No. 1, pp. 101-113, 2014