Research Output

Book chapter

Calibration of CIR processes to CVA data and applications to estimation of Market Price of Risk

Hvolby, T., Christensen, B. J. & Høg, E., 2018, Essays on Risk and Fair Pricing: PhD Thesis. Aalborg University, p. 89-135 (PhD Series, Faculty of Engineering and Science, Aalborg University).

Research output: Contribution to book/anthology/report/conference proceedingBook chapterResearchpeer-review

Open Access