Speed-up credit exposure calculations for pricing and risk management

This is a publication. If there is no link to the publication on this page, you can try the pre-formated search via the search engines listed on this page.

Authors: Kathrin Glau, Ricardo Pachon, Christian Pötz

Journal title: Quantitative Finance

Journal publisher: Institute of Physics Publishing

Published year: 2020

Published pages: 1-19

DOI identifier: 10.1080/14697688.2020.1781236

ISSN: 1469-7688