ALGORITHMIC COUNTERPARTY CREDIT EXPOSURE FOR MULTI-ASSET...

International Journal of Theoretical and Applied Finance 2015 / 02 Vol. 18; Iss. 1

ALGORITHMIC COUNTERPARTY CREDIT EXPOSURE FOR MULTI-ASSET BERMUDAN OPTIONS

SHEN, YANBIN, ANDERLUH, J. H. M., VAN DER WEIDE, J. A. M.
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Volume:
18
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/s0219024915500016
Date:
February, 2015
File:
PDF, 506 KB
english, 2015
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