◍wovepaper
SearchResearchersInstitutions
Sign in
researcher

Dongsheng Lu

1 paper hereh-index 321 citations15 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author1

Across the 1 of 1 paper where every author was matched, so the position is known.

fields
  • q-fin.CP1

identity via Semantic Scholar / OpenAlex

most citedAn Efficient, Distributable, Risk Neutral Framework for CVA Calculation

1 citations · 1 across the 1 of their papers we have counts for

collaborators

1 paper

q-fin.CP2010★ 1 cited

An Efficient, Distributable, Risk Neutral Framework for CVA Calculation

Dongsheng Lu, Frank Juan

The importance of counterparty credit risk to the derivative contracts was demonstrated consistently throughout the financial crisis of 2008. Accurate valuation of Credit value adj…

◍wovepaper

Papers, researchers and institutions, woven together.

Explore
  • Search
  • Researchers
  • Institutions
Account
  • Library
  • Chat
Data
  • arXiv.org
  • Semantic Scholar
  • OpenAlex
  • Latest RSS
AboutContactPrivacyDevelopersllms.txtopenapi.json
Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.