Efficient risk estimation for the credit valuation adjustment

Finance and Stochastics 2026 Open access

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Authors: Michael B. Giles, Abdul-Lateef Haji-Ali, Jonathan Spence

DOI: 10.1007/s00780-026-00601-y

Cited by: 2

References: 50

Fields of Study & Subjects

Credit Risk and Financial Regulations Insurance Mortality Demography Risk Management Stochastic processes and financial applications

References 50