Reference health
A Sensitivity Based Approach for CVA Computation
17/17 checkable references clean · checked 2026-10-08
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
19 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 17 checked references that resolve
resolves10.1007/978-94-011-4193-2_1
Weighted Monte Carlo: A New Technique for Calibrating Asset-Pricing Models
resolves10.2139/ssrn.1318024
Bilateral Counterparty Risk Valuation with Stochastic Dynamical Models and Application to Credit Default Swaps
resolves10.1111/j.1467-9965.2012.00520.x
ARBITRAGE‐FREE BILATERAL COUNTERPARTY RISK VALUATION UNDER COLLATERALIZATION AND APPLICATION TO CREDIT DEFAULT SWAPS
resolves10.2139/ssrn.1744101
Collateral Margining in Arbitrage-Free Counterparty Valuation Adjustment Including Re-Hypotecation and Netting
resolves10.2139/ssrn.1709370
Dangers of Bilateral Counterparty Risk: The Fundamental Impact of Closeout Conventions
resolves10.1002/9781118531839.ch14
Credit Calibration with Structural Models and Equity Return Swap Valuation under Counterparty Risk
resolves10.1201/9781584889267.ch4
Counterparty Risk Pricing under Correlation between Default and Interest Rates
resolves10.1142/s0219024911006759
ARBITRAGE-FREE VALUATION OF BILATERAL COUNTERPARTY RISK FOR INTEREST-RATE PRODUCTS: IMPACT OF VOLATILITIES AND CORRELATIONS
resolves10.2139/ssrn.581302
Credit Default Swap Calibration and Equity Swap Valuation Under Counterparty Risk with a Tractable Structural Model
resolves10.2139/ssrn.683160
Credit Default Swap Calibration and Counterparty Risk Valuation with a Scenario Based First Passage Model
resolves10.2139/ssrn.1855028
Funding, Liquidity, Credit and Counterparty Risk: Links and Implications
resolves10.2139/ssrn.1669930
Risky Funding: A Unified Framework for Counterparty and Liquidity Charges
The 19 references without a DOI — listed, not checked
no DOI — not checkedref3
no DOI — not checkedref5
no DOI — not checkedRisk Magazine
no DOI — not checkedref7
no DOI — not checkedCounterparty Risk for Credit Default Swaps: Impact of spread volatility and default correlation
no DOI — not checkedref13
no DOI — not checkedRisk Neutral Pricing of Counterparty Risk
no DOI — not checkedref16
no DOI — not checkedref18
no DOI — not checkedref21
no DOI — not checkedCounterparty Risk in Derivatives and Collateral Policies: The Replicating Portfolio Approach
no DOI — not checkedref27
no DOI — not checkedBeing two faced over counterparty credit risk
no DOI — not checkedMarket Review of OTC Derivative Bilateral Collateralization Practices
no DOI — not checkedCredit Default Swap Valuation with Counterparty Risk
no DOI — not checkedref33
no DOI — not checkedref34
no DOI — not checkedCVA the wrong way
no DOI — not checkedref36
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