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Mathematical Problems in Engineering
Volume 2015, Article ID 959312, 6 pages
http://dx.doi.org/10.1155/2015/959312
Research Article

Calculation of Credit Valuation Adjustment Based on Least Square Monte Carlo Methods

1School of Management, Harbin Institute of Technology, Harbin 150001, China
2School of Finance, Harbin University of Commerce, Harbin 150028, China

Received 16 June 2014; Accepted 24 November 2014

Academic Editor: Mohamed A. Seddeek

Copyright © 2015 Qian Liu. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

How to Cite this Article

Qian Liu, “Calculation of Credit Valuation Adjustment Based on Least Square Monte Carlo Methods,” Mathematical Problems in Engineering, vol. 2015, Article ID 959312, 6 pages, 2015. https://doi.org/10.1155/2015/959312.