BibTeX record journals/corr/abs-2109-12795

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@article{DBLP:journals/corr/abs-2109-12795,
  author       = {Gangnan Yuan and
                  Ding Deng and
                  Jinqiao Duan and
                  Weiguo Lu and
                  Fengyan Wu},
  title        = {Total value adjustment of Bermudan option valuation under pure jump
                  L{\'{e}}vy fluctuations},
  journal      = {CoRR},
  volume       = {abs/2109.12795},
  year         = {2021},
  url          = {https://arxiv.org/abs/2109.12795},
  eprinttype    = {arXiv},
  eprint       = {2109.12795},
  timestamp    = {Mon, 04 Oct 2021 17:22:25 +0200},
  biburl       = {https://dblp.org/rec/journals/corr/abs-2109-12795.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}