| Original language | English |
|---|---|
| Article number | 12 |
| Pages (from-to) | 69-95 |
| Journal | Journal of risk model validation |
| Volume | 12 |
| Issue number | 4 |
| DOIs | |
| Publication status | Published - 2018 Dec |
Cite this
Yasuoka, T. (2018). EVALUATING CREDIT EXPOSURE OF INTEREST RATE DERIVATIVES UNDER THE REAL-WORLD MEASURE. Journal of risk model validation, 12(4), 69-95. [12]. https://doi.org/10.21314/JRMV.2018.195
EVALUATING CREDIT EXPOSURE OF INTEREST RATE DERIVATIVES UNDER THE REAL-WORLD MEASURE. / Yasuoka, Takashi.
In: Journal of risk model validation, Vol. 12, No. 4, 12, 12.2018, p. 69-95.Research output: Contribution to journal › Article
Yasuoka, T 2018, 'EVALUATING CREDIT EXPOSURE OF INTEREST RATE DERIVATIVES UNDER THE REAL-WORLD MEASURE', Journal of risk model validation, vol. 12, no. 4, 12, pp. 69-95. https://doi.org/10.21314/JRMV.2018.195
Yasuoka T. EVALUATING CREDIT EXPOSURE OF INTEREST RATE DERIVATIVES UNDER THE REAL-WORLD MEASURE. Journal of risk model validation. 2018 Dec;12(4):69-95. 12. https://doi.org/10.21314/JRMV.2018.195
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