"Total value adjustment for European options with two stochastic factors. ..."

Iñigo Arregui et al. (2018)

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DOI: 10.1016/J.CAMWA.2018.05.012

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type: Journal Article

metadata version: 2025-01-19

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Iñigo Arregui, Beatriz Salvador, Daniel Sevcovic, Carlos Vázquez:
Total value adjustment for European options with two stochastic factors. Mathematical model, analysis and numerical simulation. Comput. Math. Appl. 76(4): 725-740 (2018)

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