• Media type: E-Article
  • Title: One‐Factor Hull—White Model Calibration for CVA Part I: Instrument Selection with a Kink
  • Contributor: Puetter, Christoph M.; Renzitti, Stefano
  • Published: Wilmott Magazine Ltd, 2020
  • Published in: Wilmott, 2020 (2020) 110, Seite 72-76
  • Language: English
  • DOI: 10.1002/wilm.10891
  • ISSN: 1540-6962; 1541-8286
  • Origination:
  • Footnote: