Algorithmic counterparty credit exposure for multi-asset Bermudan options
Journal Article
(2015)
Author(s)
S Yanbin (External organisation)
Jasper Anderluh (TU Delft - Applied Probability)
J.A.M. van der Weide (TU Delft - Applied Probability)
Research Group
Applied Probability
DOI related publication
https://doi.org/10.1142/S0219024915500016
To reference this document use:
https://resolver.tudelft.nl/uuid:71d0ad59-f356-4f9f-bb0d-170114bf2826
More Info
expand_more
expand_more
Publication Year
2015
Language
English
Research Group
Applied Probability
Issue number
1
Volume number
18
No files available
Metadata only record. There are no files for this record.