Take the 2-minute tour ×
Quantitative Finance Stack Exchange is a question and answer site for finance professionals and academics. It's 100% free, no registration required.

I'm struggling to prove the CVA formula in this paper.

Equation (3) is the result of computing the expectation of formula (1). Could you please show me how to prove that?

share|improve this question
    
The link provided doesn't seem to work (at least from mobile safari) ? –  Chinny84 Aug 19 at 12:04
    
Indeed the paper is not accessible. It may help if you can post here the paragraph that you puzzled. –  Gordon Aug 19 at 14:31

Your Answer

 
discard

By posting your answer, you agree to the privacy policy and terms of service.

Browse other questions tagged or ask your own question.