"Evaluation of counterparty credit risk under netting agreements."

Ahmadreza Tavasoli, Michèle Breton (2025)

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DOI: 10.1016/J.EJOR.2024.08.019

access: closed

type: Journal Article

metadata version: 2024-11-06

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Ahmadreza Tavasoli, Michèle Breton:
Evaluation of counterparty credit risk under netting agreements. Eur. J. Oper. Res. 320(2): 402-416 (2025)

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