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~person:"Goudenège, Ludovic"
~subject:"Monte Carlo simulation"
~type_genre:"Conference paper"
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Computing credit valuation adjustment solving coupled PIDEs in the Bates model
Goudenège, Ludovic
;
Molent, Andrea
;
Zanette, Antonino
- In:
Computational management science
17
(
2020
)
2
,
pp. 163-178
Persistent link: https://www.econbiz.de/10012272056
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