Found: 4

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  • XVA metrics for CCP optimization.

    Published in:
    Statistics & Risk Modeling, 2020, v. 36, n. 3, p. 25, doi. 10.1515/strm-2017-0034
    By:
    • Albanese, Claudio;
    • Armenti, Yannick;
    • Crépey, Stéphane
    Publication type:
    Article

  • Frontmatter.

    Published in:
    Statistics & Risk Modeling, 2020, v. 36, n. 3, p. i, doi. 10.1515/strm-2020-frontmatter1-2
    Publication type:
    Article

  • Fair estimation of capital risk allocation.

    Published in:
    Statistics & Risk Modeling, 2020, v. 36, n. 3, p. 1, doi. 10.1515/strm-2019-0011
    By:
    • Bielecki, Tomasz R.;
    • Cialenco, Igor;
    • Pitera, Marcin;
    • Schmidt, Thorsten
    Publication type:
    Article

  • Arbitrage-free interpolation of call option prices.

    Published in:
    Statistics & Risk Modeling, 2020, v. 36, n. 3, p. 55, doi. 10.1515/strm-2018-0026
    By:
    • Bender, Christian;
    • Thiel, Matthias
    Publication type:
    Article