Super Fast Greeks: An Application to Counterparty Valuation...

Wilmott 2014 / 01 Vol. 2014; Iss. 69

Super Fast Greeks: An Application to Counterparty Valuation Adjustments

Savickas, Vytautas, Hari, Norbert, Wood, Tim, Kandhai, Drona
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Volume:
2014
Language:
english
Journal:
Wilmott
DOI:
10.1002/wilm.10291
Date:
January, 2014
File:
PDF, 14.51 MB
english, 2014
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