An Accurate Solution for Credit Value Adjustment (CVA) and Wrong Way Risk

Tim Xiao

Open source

DOI: 10.3905/jfi.2015.25.1.084
Published: 2015-06-30
Container: The Journal of Fixed Income
Publisher: Pageant Media US
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.3905/jfi.2015.25.1.084,
  title = {An Accurate Solution for Credit Value Adjustment (CVA) and Wrong Way Risk},
  author = {Tim Xiao},
  year = {2015},
  journal = {The Journal of Fixed Income},
  doi = {10.3905/jfi.2015.25.1.084},
  url = {https://doi.org/10.3905/jfi.2015.25.1.084}
}

RIS

TY  - JOUR
TI  - An Accurate Solution for Credit Value Adjustment (CVA) and Wrong Way Risk
AU  - Tim Xiao
PY  - 2015
JO  - The Journal of Fixed Income
DO  - 10.3905/jfi.2015.25.1.084
UR  - https://doi.org/10.3905/jfi.2015.25.1.084
ER  -

APA

Xiao, T. (2015). An Accurate Solution for Credit Value Adjustment (CVA) and Wrong Way Risk. The Journal of Fixed Income. https://doi.org/10.3905/jfi.2015.25.1.084

Source records

crossref · retrieved 2026-11-10T10:08:45.586Z