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?

  • 1
    $\begingroup$ The link provided doesn't seem to work (at least from mobile safari) ? $\endgroup$
    – Chinny84
    Aug 19, 2014 at 12:04
  • 1
    $\begingroup$ Indeed the paper is not accessible. It may help if you can post here the paragraph that you puzzled. $\endgroup$
    – Gordon
    Aug 19, 2014 at 14:31


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