Feynman Kac for Functional Jump Diffusions with an Application to Credit Value Adjustment
Kromer, Eduard, Overbeck, Ludger, RRder, Jasmin A.L.Year:
2014
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2500782
File:
PDF, 182 KB
english, 2014