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AMS 97M30

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AMS Classification 97M30
"Financial and insurance mathematics"

These are all the papers that have the " 97M30 " classification. Note that not all authors/journals assign MSC codes.     (sorted by date)

Collateralized CVA Valuation with Rating Triggers and Credit Migrations
by Tomasz R. Bielecki of Illinois Institute of Technology,
Igor Cialenco of Illinois Institute of Technology, and
Ismail Iyigunler of Illinois Institute of Technology
(310K PDF) -- 30 pages -- March 2013


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